Analysis of the Information Trembling Characteristics and the Linked Trembling Pattern of Stock Prices

Yuan Liu ()
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Yuan Liu: Business School of Jianghan University

A chapter in Proceedings of the 2026 3rd International Conference on Applied Economics, Management Science and Social Development (AEMSS 2026), 2026, pp 617-624 from Springer

Abstract: Abstract There are many modes of stock price operation, and in many cases, the way stock prices change their trend is often caused by some sudden event or information, which is called trembling. The price of the relevant target stock fluctuates due to this kind of trembling information, and the intensity of the fluctuation is determined by the strength of the trembling information characteristics. Similarly, the magnitude of the trembling in the stock price is also determined by investors’ recognition of this information characteristic. Through extensive observation and analysis of stocks in the stock market, it is found that this stock price trembling characteristic has broad representativeness. Based on the universality of trembling characteristics, this article selects representative targets for systematic analysis, providing investors with an investment style that conforms to market rules, which is still of great benefit.

Keywords: Information characteristics; Trembling characteristics; Trembling function; Stock price trembling test (search for similar items in EconPapers)
Date: 2026
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Persistent link: https://EconPapers.repec.org/RePEc:spr:advbcp:978-94-6239-672-2_60

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DOI: 10.2991/978-94-6239-672-2_60

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