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Price gaps : another market anomaly?
Caporale, Guglielmo Maria; Plastun, Alex - 2016
Persistent link: https://www.econbiz.de/10011539676
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Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - 2018
Persistent link: https://www.econbiz.de/10011995547
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Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - 2018
be exploited to generate profits. The results suggest that a strategy based on counter-movements after overreactions is …
Persistent link: https://www.econbiz.de/10011789179
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Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - 2018
be exploited to generate profits. The results suggest that a strategy based on counter-movements after overreactions is …
Persistent link: https://www.econbiz.de/10011789323
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Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015
Persistent link: https://www.econbiz.de/10010520828
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Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Computational economics 51 (2018) 4, pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
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Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2014
profits. The results suggest that a strategy based on counter-movements after overreactions does not generate profits in the … FOREX and the commodity markets, but it is profitable in the case of the US stock market. By contrast, a strategy exploiting …
Persistent link: https://www.econbiz.de/10010431281
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Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2014
Persistent link: https://www.econbiz.de/10010431600
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Short-term price overreaction : identification, testing, exploitation
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2014
profits. The results suggest that a strategy based on counter-movements after overreactions does not generate profits in the … FOREX and the commodity markets, but it is profitable in the case of the US stock market. By contrast, a strategy exploiting …
Persistent link: https://www.econbiz.de/10010438074
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Long-term price overreactions : are markets enefficient?
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2015
This paper examines long-term price overreactions in various financial markets (commodities, US stock market and FOREX). First, t-tests are carried out for overreactions as a statistical phenomenon. Second, a trading robot approach is applied to test the profitability of two alternative...
Persistent link: https://www.econbiz.de/10010467097