Interday Cross-Sectional Momentum: Global Evidence and Determinants
We examine whether half-hour returns predict half-hour returns on subsequent days at the firm level, using a novel set of high-frequency data on firms that constitute the stock market indices of nine developed markets. We show that interday cross-sectional momentum (ICSM) exists in all markets of ou...
Wedi'i Gadw mewn:
| Prif Awduron: | , |
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| Fformat: | Article ou chapitre numérique |
| Iaith: | Français |
| Cyhoeddwyd: |
2026
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| Pynciau: | |
| Mynediad Ar-lein: | Accès Université d'Orléans et IFPM Accès Université d'Orléans et IFPM |