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Intraday momentum and reversal in Chinese stock market
Chu, Xiaojun; Gu, Zherong; Zhou, Haigang - In: Finance research letters 30 (2019), pp. 83-88
Persistent link: https://www.econbiz.de/10012420230
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Micro(structure) before macro? : the predictive power of aggregate illiquidity for stock returns and economic activity
Chen, Yong; Eaton, Gregory W.; Paye, Bradley S. - In: Journal of financial economics 130 (2018) 1, pp. 48-73
Persistent link: https://www.econbiz.de/10012051279
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Predictive ability and profitability of simple technical trading rules : recent evidence from Southeast Asian stock markets
Yu, Hao; Nartea, Gilbert V.; Gan, Christopher; Yao, Lee Jian - In: International review of economics & finance : IREF 25 (2013), pp. 356-371
Persistent link: https://www.econbiz.de/10009693288
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The predictive ability of technical trading rules : an empirical analysis of developed and emerging equity markets
Rink, Kevin - In: Financial markets and portfolio management 37 (2023) 4, pp. 403-456
Persistent link: https://www.econbiz.de/10014420500
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An explanation of the volatility disparity between the domestic and foreign shares in the Chinese stock markets
He, Yan; Wu, Chunchi; Chen, Yea-mow - In: International review of economics & finance : IREF 12 (2003) 2, pp. 171-186
Persistent link: https://www.econbiz.de/10001778664
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Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad; Obeid, Hassan - In: Finance research letters 56 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
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Liquidity and short-run predictability : evidence from international stock markets
Park, Jin Suk; Newaz, Mohammad Khaleq - In: Global finance journal 50 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013365689
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How candlestick features affect the performance of volatility forecasts : evidence from the stock market
Su, Jung-bin - In: The European journal of finance 21 (2015) 4/6, pp. 486-506
Persistent link: https://www.econbiz.de/10010528953
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Modeling and forecasting the volatility of returns in the infrastructure sector in emerging markets
Magweva, Rabson; Sibanda, Mabutho - In: Eurasian journal of business and economics : EJBE 13 (2020) 25, pp. 37-52
Persistent link: https://www.econbiz.de/10012225640
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Long run returns predictability and volatility with moving averages
Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - In: Risks : open access journal 6 (2018) 4, pp. 1-18
This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy stocks and when to shift to the risk-free rate. The...
Persistent link: https://www.econbiz.de/10011906234