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Technical trading rules in Australian financial markets
Park, Jung Soo; Heaton, Christopher - In: International journal of economics and finance 6 (2014) 10, pp. 67-75
Persistent link: https://www.econbiz.de/10010421595
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Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang; Hautsch, Nikolaus; Mihoci, Andrija - 2009
We model the dynamics of ask and bid curves in a limit order book market using a dynamic semiparametric factor model. The shape of the curves is captured by a factor structure which is estimated nonparametrically. Corresponding factor loadings are assumed to follow multivariate dynamics and are...
Persistent link: https://www.econbiz.de/10003881566
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Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang; Hautsch, Nikolaus; Mihoci, Andrija - 2009
We model the dynamics of ask and bid curves in a limit order book market using a dynamic semiparametric factor model. The shape of the curves is captured by a factor structure which is estimated nonparametrically. Corresponding factor loadings are assumed to follow multivariate dynamics and are...
Persistent link: https://www.econbiz.de/10003887437
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Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang; Hautsch, Nikolaus; Mihoci, Andrija - In: Journal of empirical finance 19 (2012) 4, pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
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Short-selling risk in Australia
Ang, Tze Chuan; Hayat, Aziz; Li, Bob - In: Pacific-Basin finance journal 63 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012493831
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Market intraday momentum in Australia
Ho, Tu; Lv, Jin Roc; Schultz, Emma - In: Pacific-Basin finance journal 65 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10013252821
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Informed traders and balanced books
Borghesi, Richard - In: The journal of prediction markets 9 (2015) 2, pp. 32-42
Persistent link: https://www.econbiz.de/10011415548
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Return predictability and the "wisdom of crowds" : genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis
Manahov, Viktor; Hudson, Robert; Hoque, Hafiz - In: Journal of international financial markets, … 37 (2015), pp. 85-98
Persistent link: https://www.econbiz.de/10011475040
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Stylized algorithmic trading : satisfying the predictive near-term demand of liquidity
Sun, Edward W.; Kruse, Timm; Chen, Yi-Ting - In: Decision making and risk/return optimization in …, (pp. 315-347). 2019
Persistent link: https://www.econbiz.de/10012134866
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How profitable are FX technical trading rules?
Coakley, Jerry; Marzano, Michele; Nankervis, John C. - In: International review of financial analysis 45 (2016), pp. 273-282
Persistent link: https://www.econbiz.de/10011583851