Intraday Momentum in Equities
Log in to collectAcademic paper
Intraday Momentum: The First Half-Hour Return Predicts the Last Half-Hour Return
Lei Gao; Yufeng Han; Guofu Zhou
George Mason University- University of North Carolina at Charlotte
- University of North Carolina (UNC) at Charlotte - Finance
- Rutgers, The State University of New Jersey
- Washington University in St. Louis
- Washington University in St. Louis - John M. Olin Business School
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.