Search Results - subject:"Trading Strategies"

The early bird catches the worm : how lasting is the value of new, alternative data?

Asamoah, Prince Elvis; Massa, Massimo; Mensah, Albert Kwame - 2025 - Revised version of 2024/23/FIN

Persistent link: https://www.econbiz.de/10015192669

Market predictability before the closing bell rings

Zhang, Lu; Hua, Lei - In: Risks : open access journal 12 (2024) 11, pp. 1-21

, month effects, weekday effects, and market volatilities. Market-adaptive trading strategies are developed and backtested on …

Persistent link: https://www.econbiz.de/10015137895

Technical indicator empowered intelligent strategies to predict stock trading signals

Saud, Arjun Singh; Shakya, Subarna - In: Journal of open innovation : technology, market, and … 10 (2024) 4, pp. 1-16

to manage long-term dependencies and maintain context. The proposed intelligent trading strategies were assessed using … strategies based on MACD and DMI, while a 10-day period is best for the KST-based strategy. (2) Intelligent trading strategies … trading strategies based on MACD, DMI, and KST indicators outperform their peer classical stock trading methods. (4) Among the …

Persistent link: https://www.econbiz.de/10015184932

Parameterised response zero intelligence traders

Cliff, Dave - In: Journal of economic interaction and coordination 19 (2024) 3, pp. 439-492

Persistent link: https://www.econbiz.de/10015097232

Corporate insiders' exploitation of investors' anchoring bias at the 52-week high and low

Lasfer, Meziane; Ye, Xiaoke - In: The financial review : the official publication of the … 59 (2024) 2, pp. 391-432

Persistent link: https://www.econbiz.de/10014543985

The early bird catches the worm : how lasting is the value of new, alternative data?

Asamoah, Prince Elvis; Massa, Massimo; Mensah, Albert Kwame - 2024

Persistent link: https://www.econbiz.de/10014548187

Trade co-occurrence, trade flow decomposition and conditional order imbalance in equity markets

Lu, Yutong; Reinert, Gesine; Cucuringu, Mihai - In: Quantitative finance 24 (2024) 6, pp. 779-809

Persistent link: https://www.econbiz.de/10015050797

Pricing behavior of clean energy stocks? : some trading implications

Narayan, Paresh Kumar - In: Energy economics 134 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10015047134

Beyond co-integration : new tools for inference on co-movements

Abadir, Karim Maher; Talmain, Gabriel - 2024

Persistent link: https://www.econbiz.de/10015338755

How should the long-term investor harvest variance risk premiums?

Dörries, Julian; Korn, Olaf; Power, Gabriel J. - 2023

Derivatives strategies that aim to earn variance risk premiums are exposed to sharp price declines during market crises, calling into question their suitability for the longterm investor. Our paper defines, analyzes, and proposes potential solutions to three problems (payoff, leverage and finite...

Persistent link: https://www.econbiz.de/10014420677