File: Day Trading Strategies Pdf 86594 | Fulltext02
day trading returns across volatility states christian lundstrom department of economics umea school of business and economics umea university abstract this paper measures the returns of a popular day trading ...
Filetype PDF | Posted on 14 Sep 2022 | 3 years ago
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...Day trading returns across volatility states christian lundstrom department of economics umea school business and university abstract this paper measures the a popular strategy opening range breakout orb we calculate average daily for each state underlying asset when applied on long time series crude oil s p futures contracts find an difference in between highest lowest around basis points per finding suggests that success can depend to large extent key words contraction expansion principle strategies varying market inefficiency jel classification c g thank kurt brannas tomas sjogren thomas aronsson rickard olsson erik geijer insightful comments suggestions introduction traders are relatively few number approximately participants but account part traded volume marketplace ranging from depending measurement e barber odean et al kuo lin studies empirical using transaction records individual accounts various stock exchanges be found harris schultz jordan diltz garvey murphy linnainmaa cov...