Intraday patterns and trading strategies in the Spanish stock market

被引：4
|
作者：
Luis Miralles-Quiros, Jose [1 ]
del Mar Miralles-Quiros, Maria [1 ]
Daza-Izquierdo, Julio [1 ]
机构：
[1] Univ Extremadura, Dept Financial Econ, Badajoz, Spain
来源：
APPLIED ECONOMICS | 2015年 / 47卷 / 01期
关键词：
G10; G11; G14; trading strategies; intraday data; predictability of returns; bull and bear markets; BAD-NEWS; FINANCIAL LIBERALIZATION; BEAR; BULL; OVERREACTION; PRICES;
D O I：
10.1080/00036846.2014.962224
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Different rating and investment companies have recently pointed out Spain's brightening growth outlook, which has energized the Spanish stock market. By anticipating greater interest in the behaviour of the Spanish stock market, we show that the best trading strategy is that in which the investor enters long or short after the opening of the New York Stock Exchange (NYSE) till the end of the trading day at 17:30. This strategy should be complemented with that of entering long or short from the opening of the trading day till the closing price before the opening of the NYSE in no-coincidence phases.
引用
收藏
页码：88 / 99
页数：12
相关论文
共 50 条
  • [11] Intraday online investor sentiment and return patterns in the US stock market
    Renault, Thomas
    JOURNAL OF BANKING & FINANCE, 2017, 84 : 25 - 40
  • [12] Do DOW returns really influence the intraday Spanish stock market behavior?
    Luis Miralles-Quiros, Jose
    Daza-Izquierdo, Julio
    RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2015, 33 : 99 - 126
  • [13] Optimization of Trading Rules for the Spanish Stock Market by Genetic Programming
    Luengo, Sergio
    Winkler, Stephan
    Barrero, David F.
    Castano, Bonifacio
    CURRENT APPROACHES IN APPLIED ARTIFICIAL INTELLIGENCE, 2015, 9101 : 623 - 634
  • [14] Intraday algorithmic trading strategies for cryptocurrencies
    Gil Cohen
    Review of Quantitative Finance and Accounting, 2023, 61 : 395 - 409
  • [15] Intraday algorithmic trading strategies for cryptocurrencies
    Cohen, Gil
    REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, 2023, 61 (01) : 395 - 409
  • [16] Decomposing the stock market intraday dynamics
    Kwapien, J
    Drozdz, S
    Grümmer, F
    Ruf, F
    Speth, J
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2002, 309 (1-2) : 171 - 182
  • [17] Automated Stock Price Prediction and Trading Framework for Nifty Intraday Trading
    Bhat, Aparna Anant
    Kamath, Sowmya S.
    2013 FOURTH INTERNATIONAL CONFERENCE ON COMPUTING, COMMUNICATIONS AND NETWORKING TECHNOLOGIES (ICCCNT), 2013,
  • [18] Identifying Ultra-short-term Market Manipulation with Stock Intraday Trading Weighted Network
    Hu W.
    Ma L.
    Zhang J.
    Data Analysis and Knowledge Discovery, 2019, 3 (10): : 118 - 126
  • [19] Intraday Trading Dynamics of Characteristics and Sentiment Tendencies of Past News in the Tokyo Stock Exchange Market
    Yoon, Sungjae
    Takahashi, Hiroshi
    COMPUTATIONAL ECONOMICS, 2025,
  • [20] Effects of Intraday Patterns on a Time Series Analysis of the Korean Stock Market Index
    Kim, Doo Hwan
    Maeng, Seong Eun
    Bang, Yu Sik
    Choi, Hyung Wooc
    Cha, Moon-Yong
    Lee, Jae Woo
    JOURNAL OF THE KOREAN PHYSICAL SOCIETY, 2011, 58 (02) : 396 - 399
12345