Intraday return predictability: Based on intraday jumps and momentum

WANG Ruoxin, MA Feng

Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (8) : 2004-2014.

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Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (8) : 2004-2014. DOI: 10.12011/SETP2020-0296

Intraday return predictability: Based on intraday jumps and momentum

  • WANG Ruoxin, MA Feng
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2021, 41(8): 2004-2014 https://doi.org/10.12011/SETP2020-0296

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