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Implementation and validation of an opportunistic stock market timing heuristic: One-day share volume spike as buy signal.
William Leigh
Russell L. Purvis
Published in:
Expert Syst. Appl. (2008)
Keyphrases
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stock market
stock price
short term
trading rules
financial data
financial time series
stock exchange
stock index futures
financial news
financial markets
listed companies
stock trading
stock data
garch model
stock returns
stock market data
chinese stock market
multiresolution
non stationary