Intraday momentum and return predictability : evidence from the crude oil market
Zhuzhu Wen, Xu Gong, Diandian Ma, Yahua Xu
| Year of publication: |
2021
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|---|---|
| Authors: | Wen, Zhuzhu ; Gong, Xu ; Ma, Diandian ; Xu, Yahua |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 95.2021, p. 374-384
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| Subject: | Crude oil market | Intraday momentum | Market timing strategy | Return predictability | Ölmarkt | Oil market | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Welt | World | Wertpapierhandel | Securities trading | Effizienzmarkthypothese | Efficient market hypothesis | Zeit | Time | Rohstoffderivat | Commodity derivative | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2020.03.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012696009