Intraday momentum and return predictability : evidence from the crude oil market
Year of publication: |
2021
|
---|---|
Authors: | Wen, Zhuzhu ; Gong, Xu ; Ma, Diandian ; Xu, Yahua |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 95.2021, p. 374-384
|
Subject: | Crude oil market | Intraday momentum | Market timing strategy | Return predictability | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | Volatilität | Volatility | Welt | World | Wertpapierhandel | Securities trading | Rohstoffderivat | Commodity derivative | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation |
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