Asset Details
- Identifier:
- fut22084-tbl-0008
- Description:
- Predictability of the last trading period return using first 15‐minute return
- License:
- Rights Managed
- Rights Holder:
- John Wiley & Sons, Inc.
- License Rights Holder:
- © 2020 Wiley Periodicals, Inc.
- Asset Type:
- Image
- Asset Subtype:
- Table
- Image Orientation:
- Landscape
- Image Dimensions:
- 1024 x 962
- Image File Size:
- 296 KB
- Creator:
- Muzhao Jin, Fearghal Kearney, Youwei Li, Yung Chiang Yang
- Credit:
- Jin, M., Kearney, F., Li, Y., & Chiang Yang, Y. (2020). Intraday time‐series momentum: Evidence from China. Journal of Futures Markets, 40(4), 632-650. https://doi.org/10.1002/fut.22084.
- Collection:
- Keywords:
- Restrictions:
- Property Release:
- No
- Model Release:
- No
- Purchasable:
- Yes
- Sensitive Materials:
- No
- Article Title:
- Intraday time‐series momentum: Evidence from China
- Article Authors:
- Muzhao Jin, Fearghal Kearney, Youwei Li, Yung Chiang Yang
- Article Copyright Year:
- 2020
- Publication Title:
- Journal of Futures Markets
- Publication Volume:
- 40
- Publication Issue:
- 4
- Publication Date:
- 04/01/2020
- DOI:
- https://doi.org/10.1002/fut.22084
Click on image to enlarge
