Journal of Financial Markets
Vol. 57
2022
Intraday time series momentum: Global evidence and links to market characteristics
Zeming
Li1;
Athanasios
Sakkas;
Andrew
Urquhart2,3
1 University of Southampton · 2 ICMA Centre · 3 University of Reading
open access
- DOI
- 10.1016/j.finmar.2021.100619
- Volume
- 57
- Pages
- 100619
- Language
- en
- Sources
-
crossref
openalex
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