Intraday Closing Momentum in Futures
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Hedging Demand and Market Intraday Momentum
Guido Baltussen; Zhi Da; Sten Lammers; Martin Martens
Erasmus University Rotterdam- Erasmus University Rotterdam (EUR)
- Robeco Quantitative Investments
University of Mendoza
University of Notre Dame- University of Notre Dame - Mendoza College of Business
- Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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