Zhuzhu Wen

PBCSF, Tsinghua University

SCHOLARLY PAPERS

2

DOWNLOADS

663

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Intraday Return Predictability in the Crude Oil Market: The Role of EIA Inventory Announcements

Number of pages: 38 Posted: 09 Apr 2021 Last Revised: 19 Aug 2021
University of Adelaide, University of Texas at San Antonio - College of Business - Department of Economics, PBCSF, Tsinghua University and Central University of Finance and Economics (CUFE) - China Economics and Management Academy
Downloads 394 (111,158)

Abstract:

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Crude oil market, EIA announcements, Intraday momentum, Return predictability

2.

Intraday Return Predictability in the Cryptocurrency Markets: Momentum, Reversal, or Both

Number of pages: 42 Posted: 10 May 2022 Last Revised: 14 Jun 2022
Zhuzhu Wen, Elie Bouri, Yahua Xu and Yang Zhao
PBCSF, Tsinghua University, Lebanese American University, Central University of Finance and Economics (CUFE) - China Economics and Management Academy and Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development
Downloads 269 (168,355)

Abstract:

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intraday return predictability; cryptocurrency markets; Bitcoin; momentum; reversal; economic value; market timing strategy