The weekend effect : a fractional integration and trading robot analysis
Guglielmo Maria Caporale, Luis Gil-Alana, Alex Plastun and Inna Makarenko
| Year of publication: |
2017
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Plastun, Alex ; Makarenko, Inna |
| Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-2281, ZDB-ID 2765392-4. - Vol. 3.2017, 2, p. 114-131
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| Subject: | efficient market hypothesis | EMH | trading strategy | weekend effect | Effizienzmarkthypothese | Efficient market hypothesis | Kalendereffekt | Calendar effect | Börsenkurs | Share price | Roboter | Robot | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJBD.2017.10005906 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011807770