[Elsevier] Time series momentum and reversal: Intraday information from realized semivariance

michaels0810 Post time 1 hour(s) ago | Show all posts |Read mode
This post will be closed automatically in 2026-10-11 11:35
Reward10points

journalㄩJournal of Empirical Finance

AuthorsㄩZhenya Liu; Shanglin Lu; Bo Li; Shixuan Wang

Published dateㄩ2023-6-

DOIㄩ10.1016/j.jempfin.2023.03.001

PDF linkㄩhttps://www.sciencedirect.com/sc ... 927539823000245/pdf

Article linkㄩhttps://doi.org/10.1016/j.jempfin.2023.03.001

Article SourceㄩElsevier BV﹝


Remarkㄩ
Reply

Use magic Donate Report

All Reply0 Show all posts

Reply

You have to log in before you can reply Login | Register

Points Rules

Senior Member
  • post

  • reply

  • points

    17495


Daily Top Contributors

Return to the list