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- W2911240141 endingPage "463" @default.
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- W2911240141 abstract "Feedback trading strategies have gained much popularity among researchers in the last decades and are used to illustrate how new information based on returns is reflected in the markets. This paper extends previous studies by decomposing the overall return premium and introducing the global feedback trading model. The global feedback trading model assumes an interconnectedness between multiple countries and captures spillovers. Empirical results illustrate two important findings. First, feedback trading strategies differ across markets when distinguishing between day and night returns. Second, evidence for changing feedback trading is provided by examining the interaction of specific markets." @default.
- W2911240141 created "2019-02-21" @default.
- W2911240141 creator A5018474791 @default.
- W2911240141 creator A5052099266 @default.
- W2911240141 date "2019-04-01" @default.
- W2911240141 modified "2023-09-26" @default.
- W2911240141 title "Feedback trading: Strategies during day and night with global interconnectedness" @default.
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- W2911240141 doi "https://doi.org/10.1016/j.ribaf.2019.01.013" @default.
- W2911240141 hasPublicationYear "2019" @default.
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