Representative Bias and Pairs Trade: Evidence From S&P 500 and Russell 2000 Indexes
YS Lee - Sage Open, 2022 - journals.sagepub.com
This study tests whether pairs trade conditional on representative bias in the options and
stock markets leads to abnormal returns. While previous literature on representativeness …
stock markets leads to abnormal returns. While previous literature on representativeness …
The Turn-of-the-Month Effect: Evidence from Macedonian Stock Exchange
F Deari, Y Ulu - Studia Universitatis „Vasile Goldis” Arad–Economics …, 2023 - ceeol.com
We examine turn of the month effect for the Macedonian Stock Exchange using daily return
data utilizing OLS and pooled regression analysis for the 10 components of the MBI10 …
data utilizing OLS and pooled regression analysis for the 10 components of the MBI10 …
Application of Algorithmic Trading Strategies for Retail Investors
G Harke, M Shishlenin, S Koppisetti - Available at SSRN 3904097, 2020 - papers.ssrn.com
Retail investors are an essential part of the financial markets and they provide stability to the
markets by providing liquidity and helping in price discovery. For markets to function …
markets by providing liquidity and helping in price discovery. For markets to function …