Time Series Momentum and Reversal : Intraday Information from Realized Semivariance
Year of publication: |
2020
|
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Authors: | Liu, Zhenya |
Other Persons: | Lu, Shanglin (contributor) ; Li, Bo (contributor) ; Wang, Shixuan (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Momentenmethode | Method of moments | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (27 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 25, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3584014 [DOI] |
Classification: | G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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