管理科学学报:英文版Zhang W., Lin S., Zhang Y. Inraday Market-Wide Ups/Downs and Returns[J]. Journal of Management Science and Engineering, 2016, 1(1): 28-57.Inraday Market-Wide Ups/Downs and Returns. Zhang W,Lin S,Zhang Y. Journal of Management Science and Engineering . 2016...
stock markets, this study explores the explanatory power of early intraday market-wide up and down movements to the subsequent intraday returns within the same trading day. As compared to the closing of the previous trading day, we introduce two intraday market-wide up/down indicators in terms ...
Using stock market data over 16 years for Chinese stock markets and over 3 years for U.S. stock markets, this study explores the explanatory power of early intraday market-wide up and down movements to the subsequent intraday returns within the same trading day. As compared to the closing of...
Using stock market data over 16 years for Chinese stock markets and over 3 years for U.S. stock markets, this study explores the explanatory power of early intrZhang, WeiLin, ShenZhang, YongjieSocial Science Electronic PublishingZhang W., Lin S., Zhang Y. Inraday Market-Wide Ups/Downs ...