Intraday return predictability: Based on intraday jumps and momentum

WANG Ruoxin, MA Feng

PDF(726 KB)
Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (8) : 2004-2014. DOI: 10.12011/SETP2020-0296

Intraday return predictability: Based on intraday jumps and momentum

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

Cite this article

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2021, 41(8): 2004-2014 https://doi.org/10.12011/SETP2020-0296

References

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(726 KB)

Accesses

Citation

Detail

Sections
Recommended

/