隔夜-日内大宗商品日内反转策略

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学术论文

Market Closure and Short-Term Reversal

作者II. 策略合理性

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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