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Understanding intraday momentum strategies
Rosa, Carlo - In: The journal of futures markets 42 (2022) 12, pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
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The handbook of pairs trading : strategies using equities, options, and futures
Ehrman, Douglas S. - 2006
Persistent link: https://www.econbiz.de/10002913465
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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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Extreme observations and non-normality in ARCH and GARCH
Bali, Rakesh; Guirguis, Hany S. - In: International review of economics & finance : IREF 16 (2007) 3, pp. 332-346
Persistent link: https://www.econbiz.de/10003613144
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High-frequency trading and its impact on markets
O'Hara, Maureen - In: Financial analysts' journal : FAJ 70 (2014) 3, pp. 18-27
Persistent link: https://www.econbiz.de/10010407394
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Trading on momentum : advanced techniques for high-percentage day trading
Wolff, Ken - 2002
Persistent link: https://www.econbiz.de/10001562317
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High-frequency trading and its role in fragmented markets
Haferkorn, Martin - In: High-frequency trading in fragmented European equity …, (pp. 153-188). 2017
Persistent link: https://www.econbiz.de/10012025103
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Die parametrische und semiparametrische Analyse von Finanzzeitreihen : Neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian - 2016 - 1. Aufl. 2016
Studierende der Wirtschaftswissenschaften und der Wirtschaftsmathematik Praktiker aus den Bereich Finance, Risikomanagement und …
Persistent link: https://www.econbiz.de/10014018518
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Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian - 2016
Persistent link: https://www.econbiz.de/10011432076
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Momentum crashes
Daniel, Kent; Moskowitz, Tobias J. - 2013
occur in what we term “panic” states – following market declines and when market volatility is high, and are contemporaneous … momentum strategy. Further, we show that momentum returns in panic states are correlated with, but not explained by, volatility …
Persistent link: https://www.econbiz.de/10010257503