Matthieu Du Duvinage

National Bank of Belgium

Brussels, B-1000

Belgium

SCHOLARLY PAPERS

2

DOWNLOADS

849

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Intraday Performance of Market Timing Strategies and Trading Systems Based on Japanese Candlesticks

Quantitative Finance, vol. 13 (7), 2013
Number of pages: 27 Posted: 08 Aug 2012 Last Revised: 23 Jan 2016
Matthieu Du Duvinage, Paolo Mazza and Mikael Petitjean
National Bank of Belgium, IESEG School of Management and Catholic University of Lille - IÉSEG School of Management, Lille Campus
Downloads 759 (33,792)
Citation 2

Abstract:

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Technical analysis, trading systems, market timing, bootstrap, SSPA, Japanese candlesticks

2.

Testing the Profitability of Contrarian Trading Strategies Based on the Overreaction Hypothesis

Bankers, Markets, and Investors, Vol. 133, 2014
Number of pages: 17 Posted: 22 Jan 2016
Matthieu Du Duvinage, Paolo Mazza and Mikael Petitjean
National Bank of Belgium, IESEG School of Management and Catholic University of Lille - IÉSEG School of Management, Lille Campus
Downloads 90 (297,446)

Abstract:

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Return predictability, high market variation, overreaction, behaviorial bias, SSPA