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Comparing classification algorithms for prediction on CROBEX data
Vlah Jerić, Silvija - In: Croatian review of economic, business and social … 6 (2020) 2, pp. 4-11
The main objective of this analysis is to evaluate and compare the various classification algorithms for the automatic identification of favourable days for intraday trading using the Croatian stock index CROBEX data. Intra-day trading refers to the acquisition and sale of financial instruments...
Persistent link: https://www.econbiz.de/10012417514
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Do we need to recover T + 0 trading? : evidence from the Chinese stock market
Wu, Yu; Qin, Fang - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1084-1098
Persistent link: https://www.econbiz.de/10011561224
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Is there a relationship between participation in gambling activities and participation in high-risk stock trading?
Arthur, Jennifer N.; Delfabbro, Paul H.; Williams, Robert J. - In: The journal of gambling business and economics 9 (2015) 3, pp. 34-53
Persistent link: https://www.econbiz.de/10011537088
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Information asymmetry, cluster trading, and market efficiency : evidence from the Chinese stock market
Hu, Yingyi; Prigent, Jean-Luc - In: Economic modelling 80 (2019), pp. 11-22
Persistent link: https://www.econbiz.de/10012199161
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Market transparency, market quality, and sunshine trading
Frutos, Maria Angeles de; Manzano Tovar, Carolina - In: Journal of financial markets 17 (2014), pp. 174-198
Persistent link: https://www.econbiz.de/10010437251
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Bull's eye investing : targeting real returns in a smoke and mirrors market
Mauldin, John - 2004
Persistent link: https://www.econbiz.de/10002003575
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The red queen principle and the emergence of efficient financial markets : an agent based approach
Markose, Sheri M.; Tsang, Edward; Martinez Jaramillo, … - In: Nonlinear dynamics and heterogeneous interacting agents …, (pp. 287-303). 2005
Persistent link: https://www.econbiz.de/10002775717
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Essays in financial economics
Savor, Pavel - 2006
Persistent link: https://www.econbiz.de/10003965701
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Handelsstrategien von Nichtpreisnehmern : Theorie und empirische Untersuchung
Kampovsky, Anne-Kerstin - 2000
Persistent link: https://www.econbiz.de/10001526720
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Can Day Trading Really Be Profitable? Evidence of Sustainable Long-term Profits from Opening Range Breakout (ORB) Day Trading Strategy vs. Benchmark in the US Stock Market
Zarattini, Carlo; Aziz, Andrew - 2023
The validity of day trading as a long-term consistent and uncorrelated source of income for traders and investors has always been a matter of debate. In this paper, we investigate the profitability of the well-known Opening Range Breakout (ORB) strategy during the period of 2016 to 2023. This...
Persistent link: https://www.econbiz.de/10014355221