Testing the effect of technical analysis on market quality and order book dynamics

Archive ouverte : Article de revue

Mazza, Paolo | Petitjean, Mikael

Edité par HAL CCSD ; Taylor & Francis (Routledge)

International audience

Consulter en ligne

Suggestions

Du même auteur

Le guide du Trader : méthodes et techniques de spéculation boursière / Mika...

Livre | Petitjean, Mikael (1973-....). Auteur | 2004

On the usefulness of intraday price ranges to gauge liquidity in cap-based ...

Archive ouverte: Article de revue

Mazza, Paolo | 2016-04

International audience. We find that easy-to-observe price ranges are useful for estimating intraday liquidity. Following the literature on range-based volatility estimators, we go beyond the use of the closing pric...

How integrated is the European carbon derivatives market?

Archive ouverte: Article de revue

Mazza, Paolo | 2015-11

International audience. We assess the integration dynamics on the European carbon futures market at both the intraday and daily levels. We focus on EUA futures contracts that can be traded on three trading platforms...

Du même sujet

Ethics and cancer: main theme in human and social sciences in a first-degre...

Archive ouverte: Article de revue

Aiguier, G. | 2013-06-15

International audience

Reinventing science and technology entrepreneurship education: The role of ...

Archive ouverte: Article de revue

Yami, Saïd | 2021-03

International audience

« Conciliation vie privée vie professionnelle » : plusieurs termes pour une...

Archive ouverte: Article de revue

Verstaevel, N. | 2020-12-31

The role of the leverage effect in the price discovery process of credit ma...

Archive ouverte: Article de revue

Zimmermann, Paul | 2021-01-31

Combating climate change and controlling energy demand: introduction to the...

Archive ouverte: Article de revue

Aubrée, Loïc | 2017-07-28

International audience

New indices to characterize drawing behavior in humans (Homo sapiens) and c...

Archive ouverte: Article de revue

Martinet, Lison | 2021

International audience

Chargement des enrichissements...