Similar Search Results

Bond intraday momentum

Zhang, Wei; Wang, Pengfei; Li, Yi - In: Journal of behavioral and experimental finance 31 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012815421

How profitable is the Indian stock market?

Narayan, Paresh Kumar; Ali Ahmed, Huson Joher; Sharma, … - In: Pacific-Basin finance journal 30 (2014), pp. 44-61

Persistent link: https://www.econbiz.de/10010495686

Overreaction of country ETFs to US market returns : intraday vs. daily horizons and the role of synchronized trading

Levy, Ariel; Lieberman, Offer - In: Journal of banking & finance 37 (2013) 5, pp. 1412-1421

Persistent link: https://www.econbiz.de/10009729094

Bad news bears : effects of expected market volatility on daily tracking error of leveraged bull and bear ETFs

Holzhauer, Hunter Matthew; Lu, Xing; MacLeod, Robert W.; … - In: Managerial finance 39 (2013) 12, pp. 1169-1187

Persistent link: https://www.econbiz.de/10010197618

Information-based trading and information propagation: evidence from the exchange traded fund market

Xu, Liao; Xu, Lu; Zhao, Jing; Zhao, Yang - In: International review of financial analysis 70 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012317397

Can high-frequency trading strategies constantly beat the market?

Manahov, Viktor - In: International journal of finance & economics : IJFE 21 (2016) 2, pp. 167-191

Persistent link: https://www.econbiz.de/10011560189

Human vs. machine: disposition effect among algorithmic and human day traders

Liaudinskas, Karolis - 2022

This paper studies whether and why algorithmic traders exhibit one of the most broadlydocumented behavioral puzzles - the disposition effect. We use trade data from the NASDAQ Copenhagen Stock Exchange merged with the weather data. We find that on average, the disposition effect for human...