Market instability and technical trading at high frequency : evidence from NASDAQ stocks
Year of publication: |
2021
|
---|---|
Authors: | Erdemlioglu, Deniz ; Petitjean, Mikael ; Vargas, Nicolas |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 102.2021, p. 1-14
|
Subject: | Volatility | High-frequency data | Jumps | Market instability | NASDAQ | Sectoral analysis | Small-cap stocks | Technical analysis | Trading signals | Volatilität | Börsenkurs | Share price | Aktienmarkt | Stock market | Finanzanalyse | Financial analysis | Wertpapierhandel | Securities trading | Kapitaleinkommen | Capital income |
-
Understanding intraday momentum strategies
Rosa, Carlo, (2022)
-
Savor, Pavel, (2006)
-
Choe, Kwang-il, (2011)
- More ...
-
Market Instability and Technical Trading at High Frequency : Evidence from NASDAQ Stocks
Erdemlioglu, Deniz, (2021)
-
Macro Factors in UK Excess Bond Returns: Principal Components and Factor-Model Approach
Erdemlioglu, Deniz, (2009)
-
Heterogeneous investment horizons, risk regimes, and realized jumps
Erdemlioglu, Deniz, (2020)
- More ...