Intraday Anomalies and Market Efficiency: A Trading Robot Analysis
Year of publication: |
2014
|
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Authors: | Caporale, Guglielmo Maria ; Gil-Alana, Luis ; Plastun, Alex ; Makarenko, Inna |
Institutions: | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) |
Subject: | Efficient Market Hypothesis | intraday patterns | time of the day anomaly | trading strategy |
Extent: | application/pdf |
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Series: | Discussion Papers of DIW Berlin. - ISSN 1619-4535. |
Type of publication: | Book / Working Paper |
Notes: | Number 1377 20 pages long |
Classification: | G12 - Asset Pricing ; C63 - Computational Techniques |
Source: |
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Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria, (2014)
-
Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria, (2014)
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Intraday anomalies and market efficiency: A trading robot analysis
Caporale, Guglielmo Maria, (2014)
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The Weekend Effect: A Trading Robot and Fractional Integration Analysis
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Short-Term Price Overreaction: Identification, Testing, Exploitation
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Intraday anomalies and market efficiency: A trading robot analysis
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