What happens when trend-followers and contrarians interplay in stock market.
Li-Xin WangPublished in: CICA (2014)
Keyphrases
- stock market
- short term
- financial time series
- stock price
- trading rules
- financial markets
- stock index futures
- social media
- financial data
- stock exchange
- stock data
- social networks
- financial news
- garch model
- stock trading
- stock returns
- trading strategies
- trend analysis
- portfolio optimization
- market data
- foreign exchange