On the Predictability of Stock Prices: a Case for High and Low Prices
Year of publication: |
2011
|
---|---|
Authors: | Caporin, Massimiliano ; Ranaldo, Angelo |
Institutions: | Schweizerische Nationalbank (SNB) |
Subject: | high and low prices | predictability of asset prices | range | fractional cointegration | exit/entry trading signals | chart/technical analysis |
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