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Information asymmetry, cluster trading, and market efficiency : evidence from the Chinese stock market
Hu, Yingyi; Prigent, Jean-Luc - In: Economic modelling 80 (2019), pp. 11-22
Persistent link: https://www.econbiz.de/10012199161
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Is there a relationship between participation in gambling activities and participation in high-risk stock trading?
Arthur, Jennifer N.; Delfabbro, Paul H.; Williams, Robert J. - In: The journal of gambling business and economics 9 (2015) 3, pp. 34-53
Persistent link: https://www.econbiz.de/10011537088
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Comovements between heavily shorted stocks during a market squeeze : lessons from the GameStop trading frenzy
Umar, Zaghum; Yousaf, Imran; Zaremba, Adam - In: Research in international business and finance 58 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10013286466
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Can Day Trading Really Be Profitable? Evidence of Sustainable Long-term Profits from Opening Range Breakout (ORB) Day Trading Strategy vs. Benchmark in the US Stock Market
Zarattini, Carlo; Aziz, Andrew - 2023
The validity of day trading as a long-term consistent and uncorrelated source of income for traders and investors has always been a matter of debate. In this paper, we investigate the profitability of the well-known Opening Range Breakout (ORB) strategy during the period of 2016 to 2023. This...
Persistent link: https://www.econbiz.de/10014355221
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Industry momentum with correlation consolidation : evidence from China
Boubaker, Sabri; Du, Lechuan; Liu, Zhenya - In: The journal of asset management : a major new, … 23 (2022) 1, pp. 73-82
Persistent link: https://www.econbiz.de/10013170893
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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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Momentum or contrarian trading strategy : which one works better in the Chinese stock market
Yu, Lin; Fung, Hung-gay; Leung, Wai K. - In: International review of economics & finance : IREF 62 (2019), pp. 87-105
Persistent link: https://www.econbiz.de/10012205477
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Intraday momentum and stock return predictability : evidence from China
Zhang, Yaojie; Ma, Feng; Zhu, Bo - In: Economic modelling 76 (2019), pp. 319-329
Persistent link: https://www.econbiz.de/10012198353
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The asymmetric momentum effect in the Chinese Class A share market amid market swings
Wu, Yuan - In: Asia-Pacific financial markets 23 (2016) 1, pp. 107-136
Persistent link: https://www.econbiz.de/10011619885
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Daily investor sentiment, order flow imbalance and stock liquidity : evidence from the Chinese stock market
Yin, Haiyuan; Wu, Xingying; Kong, Sophie X. - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4816-4836
Persistent link: https://www.econbiz.de/10013461380