Market instability and technical trading at high frequency : evidence from NASDAQ stocks
Deniz Erdemlioglu, Mikael Petitjean, Nicolas Vargas
| Year of publication: |
2021
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|---|---|
| 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
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| 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 | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2021.105592 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012797344