The overnight return temporal market anomaly
Year of publication: |
March 2017
|
---|---|
Authors: | Basdekidou, Vasiliki A. |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 9.2017, 3, p. 1-10
|
Subject: | market anomalies | liquidity | market timing | temporal (timing) trading functionalities (TTF) | temporal market anomalies | intraday vs. overnight returns | Kapitaleinkommen | Capital income | Zeit | Time | Börsenkurs | Share price | Saisonale Schwankungen | Seasonal variations | Effizienzmarkthypothese | Efficient market hypothesis |
-
Seasoned equity offerings as technical market anomalies : long-term temporal trading functionalities
Basdekidou, Vasiliki A., (2017)
-
Deyshappriya, N. P. Ravindra, (2014)
-
Calendar anomalies and market volatility in selected cryptocurrencies
Naz, Farah, (2023)
- More ...
-
The momentum & trend-reversal as temporal market anomalies
Basdekidou, Vasiliki A., (2017)
-
Technical market anomalies : leveraged ETF trading with daily and intraday temporal functionalities
Basdekidou, Vasiliki A., (2017)
-
Corporate social responsibility performance & ETF historical market volatility
Basdekidou, Vasiliki A., (2017)
- More ...