I am looking for a graph showing the distribution of durations of share ownership. That is to say, if we monitored the next n share purchases on the stock exchange, what fraction would then be sold within 24 hours or 1 week or one year or ten years. Surely someone somewhere has made a histogram of such information. Any ideas?
I am not an expert, but I am not sure there is a way to track ownership of shares, is there?
Except probably by the specialist traders, through whom all the trades for specific share kind should go - but is this an absolute requirement?
“I am not sure there is a way to track ownership of shares, is there?” - I’m quite certain the exchange would have access to these statistics.
Interesting question. I’d be curious as to what you find out.
You can easily calculate the average (mean) of such distribution (in days) by dividing the number of total shares outstanding with the average daily volume of shares traded. Finding out the whole distributions would be much more complicated of a task, and the distributions are likely to vary (in shape) between stocks depending on the composition of their shareholders.
Z.
Someone sent me this link - I haven’t read it all in detail yet, and I don’t think it answers the question - but its a starting point.
This paper’s authors used SEC 13F filings as their data source - available quarterly and only for holdings above quite high thresholds. I would not be surprised if getting hold of real time data available to traders would be somehow illegal.