Understanding intraday momentum strategies
Carlo Rosa
| Year of publication: |
2022
|
|---|---|
| Authors: | Rosa, Carlo |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 12, p. 2218-2234
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| Subject: | high-frequency trading | intraday momentum | systematic strategies | US stock market | USA | United States | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Volatilität | Volatility | Elektronisches Handelssystem | Electronic trading | Handelsvolumen der Börse | Trading volume | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22375 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465878