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Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts

Figure 5

Power-law relationships between three variables.

The first column (a,d,g,j) shows the dependence between the magnitude of the average return and the trading frequency . The second column (b,e,h,k) shows the dependence between the magnitude of the average return and the holding time . The third column (c,f,i,l) shows the dependence between the holding time and the trading frequency . The four rows are for A-share individuals, A-share institutions, B-share individuals, and B-share institutions, respectively.

Figure 5

doi: https://doi.org/10.1371/journal.pone.0024391.g005