From: Mapping individual behavior in financial markets: synchronization and anticipation
Asset | \(p( I_{ip} > I_{jp} \vert T_{ij} > 0 )\) | \(p ( I_{ip} < I_{jp} \vert T_{ij} > 0 )\) | \(p ( T_{ip} > T_{jp} \vert T_{ij} > 0 )\) | \(p ( T_{ip} < T_{jp} \vert T_{ij} > 0 )\) | ||||
---|---|---|---|---|---|---|---|---|
TEF | 0.54∗∗∗ | (420) | 0.46∗∗∗ | (357) | 0.50 | (390) | 0.50 | (386) |
SAN | 0.57∗ | (80) | 0.43∗ | (60) | 0.54 | (76) | 0.46 | (64) |
BBVA | 0.60 | (18) | 0.40 | (12) | 0.43 | (13) | 0.57 | (17) |
ELE | 0.70∗∗ | (21) | 0.30∗∗ | (9) | 0.43 | (13) | 0.57 | (17) |
EZE | 0.61 | (11) | 0.39 | (7) | 0.56 | (10) | 0.44 | (8) |
ZEL | 0.69 | (11) | 0.31 | (5) | 0.44 | (7) | 0.56 | (9) |
REP | 0.63 | (12) | 0.37 | (7) | 0.63 | (12) | 0.37 | (7) |
GAS | 0.00 | (0) | 1.00 | (1) | 1.00 | (1) | 0.00 | (0) |
ALL | 0.56∗∗∗ | (573) | 0.44∗∗∗ | (458) | 0.51 | (522) | 0.49 | (508) |