Search Results - subject:"Trading Strategy"

Technological bias at the exchange rate market

Galeshchuk, Svitlana - In: Intelligent systems in accounting finance and … 24 (2017) 2/3, pp. 80-86

Persistent link: https://www.econbiz.de/10011825062

Does financial news predict stock returns? : new evidence from Islamic and non-Islamic stocks

Narayan, Paresh Kumar; Bannigidadmath, Deepa - In: Pacific-Basin finance journal 42 (2017), pp. 24-45

Persistent link: https://www.econbiz.de/10011800536

Media Sentiment and UK Stock Returns

Ferguson, Nicky J.; Guo, Jie Michael; Lam, Nicky … - Department of Economics and Finance, Business School - 2011

construct a news- based trading strategy to demonstrate the application of these results that earns significant positive …

Persistent link: https://www.econbiz.de/10009293619

Optimal trading execution with nonlinear market impact : an alternative solution method

Marzo, Massimiliano; Ritelli, Daniele; Zagaglia, Paolo - 2011 - This version: November 25, 2011

We consider the optimal trade execution strategies for a large portfolio of single stocks proposed by Almgren (2003). This framework accounts for a nonlinear impact of trades on average market prices. The execution strategy of Almgren (2003) is based on the assumption that no shares per unit of...

Persistent link: https://www.econbiz.de/10011735126

The weekend effect: an exploitable anomaly in the Ukrainian stock market?

Caporale, Guglielmo Maria; Gil-Alana, Luis Alberiko; … - In: Journal of Economic Studies 43 (2016) 6, pp. 954-965

statistical evidence points to abnormal positive returns on Fridays, and a trading strategy based on this anomaly is shown to … exploited to make extra profits. Findings The statistical evidence points to abnormal positive returns on Fridays, and a trading … strategy based on this anomaly is shown to generate annual profits of up to 25 per cent. The implication is that the Ukrainian …

Persistent link: https://www.econbiz.de/10014864514

Optimizing the performance of the fractal adaptive moving average strategy : the case of EUR/USD

Gurrib, Ikhlaas; Elshareif, Elgilani Eltahir - In: International journal of economics and finance 8 (2016) 2, pp. 171-178

Persistent link: https://www.econbiz.de/10011446144

The weekend effect : an exploitable anomaly in the Ukrainian stock market?

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Journal of economic studies 43 (2016) 6, pp. 954-965

Persistent link: https://www.econbiz.de/10011694413

The role of industry effects in simultaneous reversal and momentum patterns in one-month stock returns

Simpson, Marc W.; Grossman, Axel - In: The journal of behavioral finance : a publication of … 17 (2016) 4, pp. 309-320

Persistent link: https://www.econbiz.de/10011698931

Various moving average convergence divergence trading strategies : a comparison

Nguyen Hoang Hung - In: Investment management and financial innovations 13 (2016) 2, pp. 363-369

Persistent link: https://www.econbiz.de/10011665693

Optimal closing-price strategy : peculiarities and practicalities

Kan, Yu Hang; Park, Sanghyun - In: The journal of investment strategies 6 (2016) 1, pp. 69-85

Persistent link: https://www.econbiz.de/10011668124