Meiqi Shi

University of California, Berkeley - Haas School of Business

545 Student Services Building, #1900

2220 Piedmont Avenue

Berkeley, CA 94720

United States

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Scholarly Papers (1)

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Index-based Strategies and Intraday Stock Dynamics

Number of pages: 51 Posted: 09 Nov 2020 Last Revised: 15 Jul 2022
Yiwen Shen and Meiqi Shi
Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics and Operations Management and University of California, Berkeley - Haas School of Business
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Abstract:

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market microstructure, index-based investing, intraday stock dynamics, high-frequency estimation, big data