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Sampling frequency and the performance of different types of technical trading rules
Hudson, Robert; McGroarty, Frank; Urquhart, Andrew - In: Finance research letters 22 (2017), pp. 136-139
Persistent link: https://www.econbiz.de/10011808000
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Ultra-high-frequency lead-lag relationship and information arrival
Thong Minh Dao; McGroarty, Frank; Urquhart, Andrew - In: Quantitative finance 18 (2018) 5, pp. 725-735
Persistent link: https://www.econbiz.de/10011906948
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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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The benefits of combining seasonal anomalies and technical trading rules
Ge̜bka, Bartosz; Hudson, Robert; Atanasova, Christina V. - In: Finance research letters 14 (2015), pp. 36-44
Persistent link: https://www.econbiz.de/10011552592
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The predictive ability and profitability of technical trading rules : does company size matter?
Bokhari, Jawaad; Cai, Charlie X.; Hudson, Robert; … - In: Economics letters 86 (2005) 1, pp. 21-27
Persistent link: https://www.econbiz.de/10002516148
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Price impact of block trades in Saudi stock market
Alzahrani, Ahmed A.; Gregoriou, Andros; Hudson, Robert - In: Journal of international financial markets, … 23 (2013), pp. 322-341
Persistent link: https://www.econbiz.de/10009707496
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Can market frictions really explain the price impact asymmetry of block trades? : evidence from the Saudi Stock Market
Alzahrani, Ahmed A.; Gregoriou, Andros; Hudson, Robert - In: Emerging markets review 13 (2012) 2, pp. 202-209
Persistent link: https://www.econbiz.de/10010219486
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Does high frequency trading affect technical analysis and market efficiency? : and if so, how?
Manahov, Viktor; Hudson, Robert; Ge̜bka, Bartosz - In: Journal of international financial markets, … 28 (2014), pp. 131-157
Persistent link: https://www.econbiz.de/10010411573
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Can market frictions really explain the price impact asymmetry of block trades? : evidence from the Saudi stock market
Alzahranai, Ahmed A.; Gregoriou, Andros; Hudson, Robert; … - 2010
Persistent link: https://www.econbiz.de/10003991258
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Price impact of block trades in the Saudi stock market
Alzahranai, Ahmed A.; Gregoriou, Andros; Hudson, Robert; … - 2010
Persistent link: https://www.econbiz.de/10003991260