Market Intraday Momentum
Journal of Financial Economics 66:341–360. Amihud, Y. 2002. Illiquidity and stock returns: Cross-section and time-series effects. Journal of Financial Markets 5
Market Intraday Momentum By Gao Han Li And Zhou (Journal Of Financial Economics 2018)
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Market intraday momentum - Monash University
Jul 4, 2023 Gao, L, Han Y Li, S.Z. and Zhou, G 2018, Market Intraday Momentum, Journal of Financial Economics, 129, 394–414. Other key papers. Li, Z
Hedging demand and market intraday momentum
May 1, 2020 Journal of Financial Economics 142 (2021) 377–403. Table 4. Market Gao, L. , Han, Y. , Li, S.Z. , Zhou, G. , 2018. Market intraday
Intraday Time Series Momentum: International Evidence - CentAUR
” Review of Finance, 21 (2017 1355–1401. Gao, L Y. Han; S. Z. Li; and G. Zhou. “Market Intraday Momentum Journal of Financial. Economics, 129 (2018 394–
High Frequency Trading and Intraday Momentum
causes for intraday momentum (Gao, Han, Li, and Zhou, 2018; Elaut, Frömmel, and evidence and links to market characteristics. Journal of Financial Markets 57
Intraday Time Series Momentum: International Evidence
” Review of Finance, 21 (2017 1355–1401. Gao, L Y. Han; S. Z. Li; and G. Zhou. “Market Intraday Momentum Journal of Financial. Economics, 129 (2018 394–
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Jun 2, 2024 Building upon the methodology of Gao, Han, Li, and Zhou (2018 this paper empirically tests whether these Journal of Financial Economics, 107
Intraday Momentum: The First Half-Hour Return Predicts the Last ...
Ferreira, M. A Santa-Clara, P 2011. Forecasting stock market returns: The sum of the parts is more than the whole. Journal of Financial Economics 100, 514–
Inelastic Hedging Demand and Intraday Momentum
Sep 6, 2025 Building upon the methodology of Gao, Han, Li, and Zhou (2018 this paper Journal of Financial Economics. Barbon, A Beckmeyer, H
The impact of intraday momentum on stock returns
May 10, 2023 (2018) addresses the impacts of trading volume and return volatility. Page 6. 128. 2021, XXIV, 4. Finance on in the stock markets' intraday
Cross-Market Intraday Time-Series Momentum - SSRN
Gao et al 2018; Li et al 2022 This is because we focus primarily on the Journal of Financial Economics, 99(2 427-446. Baltussen, G Da, Z
cv.pdf - Guofu Zhou
И “Market Intraday Momentum” Journal of Financial Economics 129, 2018, 394–414. (with Lei Gao, Yufeng Han and Sophia Zhengzi Li ⋄ SSRN downloads: 12,981
Investor Clientele and Intraday Patterns in the Cross Section of ...
Jan 5, 2024 Gao, Lei, Yufeng Han, Sophia Zhengzi Li, and Gofu Zhou, 2018, Market intraday momentum Journal of Financial Economics 129, 394–414. Gao, Ya
Intraday Time-series Momentum: Evidence from China
Gao, Lei, Han, Yufeng, Zhengzi Li, Sophia & Zhou, Guofu, 2018. "Market intraday momentum Journal of Financial Economics, vol. 129, no. 2, pp. 394-414. Gao
Dynamic Incentives in REIT Option Markets - VTechWorks
Gao, L Han, Y Zhengzi Li, S & Zhou, G 2018, Market intraday momentum, Journal of Financial. Economics 129, 394-414. Ge, L Lin, T C & Pearson
Journal Pre-proof - ScienceDirect.com
Jan 6, 2023 Gao, L Han, Y Li, S. Z & Zhou, G. (2018 Market intraday momentum. Journal of. Financial Economics, 129(2 394-414. https doi.org
Liquidity Provision to Leveraged ETFs and Equity Options ...
Mathematical Finance 7, 351–374. Gao, L Han, Y Zhengzi Li, S Zhou, G 2018. Market intraday momentum. Journal of Financial Economics 129, 394–414. Ge
End-of-Day Reversal - University of Notre Dame
At the market level, both Gao, Han, Li, and Zhou (2018) and Baltussen, Da market intraday momentum. To mitigate concerns around reversals effects
Structural Limits of OHLCV-Based Intraday Momentum Signals in ...
(2018) document intraday momentum Gao, L Han, Y Li, S. Z & Zhou, G. (2018 Market intraday momentum. Journal of Financial Economics, 129(2 394–414
Time Series Reversal: A Payment Cycle Friction
Jan 15, 2024 Gao, Lei, Yufeng Han, Sophia Zhengzi Li, and Guofu Zhou, 2018, Market intraday momentum, Journal of. Financial Economics 129, 394–414