Intraday anomalies and market efficiency : a trading robot analysis
Guglielmo Maria Caporale, Luis Gil-Alana, Alex Plastun, Inna Makarenko
| Year of publication: |
February 2016
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Plastun, Alex ; Makarenko, Inna |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 47.2016, 2, p. 275-295
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| Subject: | Efficient market hypothesis | Intraday patterns | Time of the day anomaly | Trading strategy | Effizienzmarkthypothese | Wertpapierhandel | Securities trading | Zeit | Time | Roboter | Robot | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-015-9484-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712348