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Is There an Intraday Momentum Effect in Commodity Futures and Options: Evidence from the Chinese Market
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/fut.22084openalex-extracted
Intraday time‐series momentum: Evidence from China
inferredcites →https://doi.org/10.1016/j.econmod.2018.08.009openalex-extracted
Intraday momentum and stock return predictability: Evidence from China
inferredcites →https://doi.org/10.1016/j.econmod.2021.01.005openalex-extracted
Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism
inferredcites →https://doi.org/10.1016/j.econmod.2023.106522openalex-extracted
Revisiting time series momentum in China's commodity futures market: Evidence on sources of momentum profits
inferredcites →https://doi.org/10.1016/j.frl.2019.09.007openalex-extracted
Does intraday time-series momentum exist in Chinese stock index futures market?
inferredcites →https://doi.org/10.1016/j.frl.2019.101306openalex-extracted
Weekly momentum in the commodity futures market
inferredcites →https://doi.org/10.1016/j.irfa.2019.101394openalex-extracted
Overnight Momentum, Informational Shocks, and Late-Informed Trading in China
inferredcites →https://doi.org/10.1016/j.jcomm.2023.100315openalex-extracted
Commodity momentum: A tale of countries and sectors
inferredcites →https://doi.org/10.1016/j.jfineco.2018.05.009openalex-extracted
Market intraday momentum
inferredcites →https://doi.org/10.1016/j.jfineco.2021.04.029openalex-extracted
Hedging demand and market intraday momentum
inferredcites →https://doi.org/10.1016/j.pacfin.2007.10.001openalex-extracted
Momentum strategies and stock returns: Chinese evidence
inferredcites →https://doi.org/10.1016/j.pacfin.2018.01.005openalex-extracted
Continuing overreaction and momentum in a market with price limits
inferredcites →https://doi.org/10.1016/j.pacfin.2018.08.004openalex-extracted
Equity market momentum: A synthesis of the literature and suggestions for future work
inferredcites →https://doi.org/10.1016/j.pacfin.2019.01.011openalex-extracted
Impacts of ambiguity aversion and information uncertainty on momentum: An international study
inferredcites →https://doi.org/10.1016/j.pacfin.2020.101276openalex-extracted
Aggregate profit instability and time variations in momentum returns: Evidence from China
inferredcites →https://doi.org/10.1016/j.pacfin.2020.101366openalex-extracted
An anatomy of commodity futures returns in China
inferredcites →https://doi.org/10.1016/j.pacfin.2022.101759openalex-extracted
A new momentum measurement in the Chinese stock market
inferredcites →https://doi.org/10.1016/j.pacfin.2023.102086openalex-extracted
Market intraday momentum: APAC evidence
inferredcites →https://doi.org/10.1016/j.pacfin.2023.102126openalex-extracted
Momentum effect and contrarian effect in China's A-share market, under registration-based system
inferredcites →https://doi.org/10.1016/j.pacfin.2023.102151openalex-extracted
Momentum investing and a tale of intraday and overnight returns: Evidence from Taiwan
inferredcites →https://doi.org/10.1016/j.pacfin.2023.102193openalex-extracted
Momentum, reversals and liquidity: Indian evidence
inferredcites →https://doi.org/10.1016/j.pacfin.2023.102202openalex-extracted
Momentum: Evidence and insights 30 years later
inferredcites →https://doi.org/10.1016/j.pacfin.2023.102231openalex-extracted
Commodity factor investing via machine learning
inferredcites →https://doi.org/10.1016/j.ribaf.2020.101278openalex-extracted
Intraday Momentum in Chinese Commodity Futures Markets
inferredcites →https://doi.org/10.1016/s0927-538x(02)00046-xopenalex-extracted
Contrarian and momentum strategies in the China stock market: 1993–2000
inferredcites →https://doi.org/10.1108/03074350710779223openalex-extracted
Do momentum strategies work? Australian evidence
inferredcites →https://doi.org/10.1111/0022-1082.95722openalex-extracted
International Momentum Strategies
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-extracted
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01573.xopenalex-extracted
Intraday Patterns in the Cross‐section of Stock Returns
inferredcites →https://doi.org/10.1111/jofi.12436openalex-extracted
Infrequent Rebalancing, Return Autocorrelation, and Seasonality
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