response to nearby firm bankruptcies, which are not predictive of returns. The e ects on trading are spatially highly … investment more salient contribute to idiosyncratic short-term uctuations in trading. …

substantial heterogeneity and predict trading responses to market movements. We inform a random half of our respondents that …

profitability of trading strategies devised upon machine learning techniques (e.g., linear models, random forests, and support … validation and test periods. The classification and regression methods use attributes from trading and network activity for the … out of 18 individual models have success rates of less than 50%. The trading strategies are built on model assembling. The …

In this research, we test whether common trading oscillators can outperform the buy-and-hold strategy (B&H) using six … technical tools for trading the examined ETFs. While the CCI performs better for the more volatile ETFs (XLF and XLK), the BB … was superior for trading IWM and XLI which are less volatile. We also recommend the CCI strategy for trading the SPY. No …

We consider whether traders are more likely to commit securities violations when trading at home, a new form of working … misconduct cases. Work at home is associated with fewer cases of trading misconduct, although no difference in communications … misconduct. The economic significance of working from home on trading misconduct is large for both the treatment and selection …

detected anomalies give rise to profit opportunities by applying a trading simulation approach. The results suggest the … presence of the anomaly in daily returns on witching days which can be exploited by means of suitably designed trading …

substantial heterogeneity and predict trading responses to market movements. We inform a random half of our respondents that …

fare even worse, barely treading water. Algorithmic trading is now so common, it accounts for over 80% of all trades and is …