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Day trading profitability across volatility states : evidence of intraday momentum and mean reversion
Lundström, Christian
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2013
Persistent link: https://www.econbiz.de/10009764535
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Money management with optimal stopping of losses for maximizing the returns of futures trading
Lundström, Christian
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2014
Persistent link: https://www.econbiz.de/10010347056
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On the profitability of momentum strategies and optimal leverage rules
Lundström, Christian
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2020
Persistent link: https://www.econbiz.de/10012498357
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On the returns of trend-following trading strategies
Lundström, Christian
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2017
Persistent link: https://www.econbiz.de/10011629206
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Assessing the profitability of intraday opening range breakout strategies
Holmberg, Ulf
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Lönnbark, Carl
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Lundström, Christian
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2012
Persistent link: https://www.econbiz.de/10009581982
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