Proceedings of the 2nd International Conference on Bigdata Blockchain and Economy Management, ICBBEM 2023, May 19–21, 2023, Hangzhou, China

Research Article

Analysis of Fuzzy Changes, Convexity Changes, and Long Tail Effects in Stock Prices

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  • @INPROCEEDINGS{10.4108/eai.19-5-2023.2334336,
        author={Yuan  Liu},
        title={Analysis of Fuzzy Changes, Convexity Changes, and Long Tail Effects in Stock Prices},
        proceedings={Proceedings of the 2nd International Conference on Bigdata Blockchain and Economy Management, ICBBEM 2023, May 19--21, 2023, Hangzhou, China},
        publisher={EAI},
        proceedings_a={ICBBEM},
        year={2023},
        month={7},
        keywords={convexity change; long tail effect; stock price; price follow},
        doi={10.4108/eai.19-5-2023.2334336}
    }
    
  • Yuan Liu
    Year: 2023
    Analysis of Fuzzy Changes, Convexity Changes, and Long Tail Effects in Stock Prices
    ICBBEM
    EAI
    DOI: 10.4108/eai.19-5-2023.2334336
Yuan Liu1,*
  • 1: Business School of Jianghan University
*Contact email: 1335181719@qq.com

Abstract

The motivation of stock price fluctuation and the rhythmical leading to the obvious change of stock price are the most attractive core issues for stock investors. Why do some stock prices differ significantly from similar stock prices? What are the reasons for the price correction in the stock market? This type of issue has always been a key issue that troubles investors in choosing reasonable investment opportunities. This paper introduces convexity change and long tail effect analysis to explore the common law of stock price changes, and provides an analytical idea for investors, so as to improve their sensitivity to stock market price changes and improve their investment success rate.