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Time-varying price discovery in fragmented markets
Taylor, Nicholas - In: Applied financial economics 21 (2011) 10/12, pp. 717-734
Persistent link: https://www.econbiz.de/10009231599
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Dynamic causality between intraday return and order imbalance in NASDAQ speculative top gainers
Su, Yong-chern; Huang, HanChing - In: Applied financial economics 18 (2008) 16/18, pp. 1489-1499
Persistent link: https://www.econbiz.de/10003779567
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Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics?
Marshall, Ben R.; Qian, Sun; Young, Martin R. - In: Applied financial economics 19 (2009) 13/15, pp. 1213-1221
We consider whether popular moving average and trading range breakout technical trading rules are profitable on a subset of the US stocks with certain size, liquidity and industry characteristics. We find these rules are rarely profitable during the period 1990 to 2004, however there is some...
Persistent link: https://www.econbiz.de/10003886029
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A test of significance of the predictive power of the moving average trading rule of technical analsysis based on sensitivity analysis : application to the NYSE, the Athens Stock E...
Milionis, Alexandros E.; Papanagiotou, Evaggelia - In: Applied financial economics 21 (2011) 4/6, pp. 421-436
Persistent link: https://www.econbiz.de/10009124540
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Intraday pattern in liquidity covariation : evidence from NYSE listed firms
Saad, Mohsen M.; Darrat, Ali F. - In: Applied financial economics 17 (2007) 10/12, pp. 913-919
Persistent link: https://www.econbiz.de/10003538069
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The cost of downside protection and the time diversification issue in South Asian stock markets
Alles, Lakshman - In: Applied financial economics 18 (2008) 10/12, pp. 835-843
Persistent link: https://www.econbiz.de/10003739445
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Technical trading strategies and cross-national information linkage : the case of Taiwan stock market
Zhang, Yonghe; Metghalchi, Maasoud; Chan, Chia-chung - In: Applied financial economics 16 (2006) 10, pp. 731-743
Persistent link: https://www.econbiz.de/10003334986
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Private information, overconfidence and intraday trading behaviour : empirical study of the Taiwan stock market
Ho, Chi Ming - In: Applied financial economics 23 (2013) 4/6, pp. 325-345
Persistent link: https://www.econbiz.de/10009718929
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Short-sale constraints and short-selling strategies : the case of SEC's revocation of the uptick rule in 2007
Zhao, Kevin - In: Applied financial economics 24 (2014) 16/18, pp. 1199-1213
Persistent link: https://www.econbiz.de/10010418909
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Intraday characteristics of stock price crashes
Ammann, Manuel; Kessler, Stephan - In: Applied financial economics 19 (2009) 13/15, pp. 1239-1255
Persistent link: https://www.econbiz.de/10003886042