Zeming Li

University of Bristol

University of Bristol,

Senate House, Tyndall Avenue

Bristol, Avon BS8 ITH

United Kingdom

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Intraday Time Series Momentum: Global Evidence and Links to Market Characteristics

Journal of Financial Markets, Forthcoming
Number of pages: 62 Posted: 10 Oct 2019 Last Revised: 08 Jan 2021
University of Bristol, Athens University of Economics and Business - Department of Accounting and Finance and University of Birmingham - Birmingham Business School
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Citation 4

Abstract:

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High frequency trading, Intraday, International markets, Momentum, Market characteristics