利率期货的隔夜-日内每周反转策略

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学术论文

Market Closure and Short-Term Reversal

作者市场休市和短期反转 [点击查看论文]

机构
  • Centre for Economic Policy Research
  • Centre for Economic Policy Research (CEPR)
  • Imperial College Business School
  • University of Oxford
  • Quantitative BioSciences
  • CEPR (Centre for Economic Policy Research)
  • University of Oxford, Oxford-Man Institute of Quantitative Finance
  • Tsinghua University
  • Tsinghua University, School of Economics and Management

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