On the public citation graph

Beat the Market An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)

https://doi.org/10.2139/ssrn.4824172
0 signed · 16 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/9781119202561openalex-extracted
Trading Systems and Methods
inferredcites →https://doi.org/10.1002/fut.22084openalex-extracted
Intraday time‐series momentum: Evidence from China
inferredcites →https://doi.org/10.1002/fut.22375openalex-extracted
Understanding intraday momentum strategies
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.finmar.2021.100619openalex-extracted
Intraday time series momentum: Global evidence and links to market characteristics
inferredcites →https://doi.org/10.1016/j.jfineco.2011.11.003openalex-extracted
Time Series Momentum
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/10.1111/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.1540-6261.2006.00896.xopenalex-extracted
The Disposition Effect and Underreaction to News
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01447.xopenalex-extracted
Investor Inattention and Friday Earnings Announcements
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01569.xopenalex-extracted
Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
inferredcites →https://doi.org/10.2139/ssrn.4416622openalex-extracted
Can Day Trading Really Be Profitable?
inferredcites →https://doi.org/10.2139/ssrn.4631351openalex-extracted
Volume Weighted Average Price (VWAP) The Holy Grail for Day Trading Systems
inferredcites →https://doi.org/10.2139/ssrn.4729284openalex-extracted
A Profitable Day Trading Strategy For The U.S. Equity Market
inferredcites →https://doi.org/10.3982/ecta7624openalex-extracted
Optimal Inattention to the Stock Market With Information Costs and Transactions Costs
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.