2   Artículos

 
en línea
Espen Sirnes and Minh Thi Hong Dinh    
It is well known that intraday returns tend to reverse the following intraday period, conditional on excess buying pressure on the bid or ask side. This suggests that liquidity providers ?overreact? to order imbalance (OIB) by initially altering quotes s... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Ricardo Fuscaldi de Figueiredo Baptista,Pedro L. Valls Pereira     Pág. 205 - 234
The purpose of this article is to investigate whether, how and when, from a statistical stand-point, Technical Analysis strategies tools hold true for the futures contract of Ibovespa Index, negotiated at the Brazilian Futures Exchange (?Bolsa Brasileira... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

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