Intraday time-series momentum and investor trading behavior
Year of publication: |
2021
|
---|---|
Authors: | Onishchenko, Olena ; Zhao, Jing ; Kuruppuarachchi, Duminda ; Roberts, Helen |
Published in: |
Journal of behavioral and experimental finance. - Amsterdam : Elsevier, ISSN 2214-6350, ZDB-ID 3068041-4. - Vol. 31.2021, p. 1-8
|
Subject: | Intraday momentum | Exchange-traded fund | Investor type | Late-informed trading | Return predictability | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Wertpapierhandel | Securities trading | Investmentfonds | Investment Fund | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Momentenmethode | Method of moments | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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