Profitability of trading in the direction of asset price jumps : analysis of multiple assets and frequencies
Milan Fičura
| Year of publication: |
2019
|
|---|---|
| Authors: | Fičura, Milan |
| Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 28.2019, 4, p. 385-401
|
| Subject: | asset price jumps | high-frequency trading | L-estimator | momentum trading | Börsenkurs | Share price | Volatilität | Volatility | Portfolio-Management | Portfolio selection | CAPM | Elektronisches Handelssystem | Electronic trading | Anlageverhalten | Behavioural finance | Finanzmarkt | Financial market | Wertpapierhandel | Securities trading | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18267/j.pep.703 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012130976