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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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Market intraday momentum
Gao, Lei; Han, Yufeng; Li, Sophia Zhengzi; Zhou, Guofu - In: Journal of financial economics 129 (2018) 2, pp. 394-414
Persistent link: https://www.econbiz.de/10011982249
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Fourier analysis for stock price forecasting : assumption and evidence
Stádník, Bohumil; Raudeliūnienė, Jurgita; … - In: Journal of business economics and management 17 (2016) 3, pp. 365-380
Persistent link: https://www.econbiz.de/10011517950
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Deep order flow imbalance : extracting alpha at multiple horizons from the limit order book
Kolm, Petter N.; Turiel, Jeremy; Westray, Nicholas - In: Mathematical finance : an international journal of … 33 (2023) 4, pp. 1044-1081
Persistent link: https://www.econbiz.de/10014370626
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A generative model of a limit order book using recurrent neural networks
Hultin, Hanna; Hult, Henrik; Proutiere, Alexandre; … - In: Quantitative finance 23 (2023) 6, pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
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Predictability and herding of bourse volatility : an econophysics analogue
Ghosh, Bikramaditya; Krishna, Mysore Chidambareswaran; … - In: Investment management and financial innovations 15 (2018) 2, pp. 317-326
Persistent link: https://www.econbiz.de/10012055468
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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
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Reflecting on the VPIN dispute
Andersen, Torben; Bondarenko, Oleg - In: Journal of financial markets 17 (2014), pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
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VPIN and the flash crash
Andersen, Torben; Bondarenko, Oleg; O'Hara, Maureen - In: Journal of financial markets 17 (2014), pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
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Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading
Li, Yuze; Jiang, Shangrong; Li, Xuerong; Wang, Shouyang - In: Financial innovation : FIN 8 (2022), pp. 1-24
In recent years, Bitcoin has received substantial attention as potentially high-earning investment. However, its volatile price movement exhibits great financial risks. Therefore, how to accurately predict and capture changing trends in the Bitcoin market is of substantial importance to...
Persistent link: https://www.econbiz.de/10013170254