Assessing the profitability of intraday opening range breakout strategies
Year of publication: |
2012-08-23
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Authors: | Holmberg, Ulf ; Lönnbark, Carl ; Lundström, Christian |
Institutions: | Institutionen för Nationalekonomi, Umeå Universitet |
Subject: | Bootstrap | Crude oil futures | Contraction-Expansion principle | Efficient market hypothesis | Martingales | Technical Analysis |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Umeå Economic Studies Number 845 11 pages |
Classification: | C49 - Econometric and Statistical Methods: Special Topics. Other ; G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: |
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