The Intraday Performance of Market Timing Strategies and Trading Systems Based on Japanese Candlesticks
Year of publication: |
2016
|
---|---|
Authors: | Duvinage, Matthieu Du |
Other Persons: | Mazza, Paolo (contributor) ; Petitjean, Mikael (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Japan | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection | Zeit | Time | Anlageverhalten | Behavioural finance |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Quantitative Finance, vol. 13 (7), 2013 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 7, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2125889 [DOI] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Glaus, Tim, (2022)
-
Mostipan, Ilona, (2018)
-
Dong, Yi, (2016)
- More ...
-
Testing the Profitability of Contrarian Trading Strategies Based on the Overreaction Hypothesis
Duvinage, Matthieu Du, (2016)
-
DUVINAGE, MATTHIEU, (2013)
-
Implicit transaction cost management using intraday price dynamics
Mazza, Paolo, (2018)
- More ...