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The late bird gets the how to#
See general information about how to correct material in RePEc.įor technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact. When requesting a correction, please mention this item's handle: RePEc:eme:ijmfpp:ijmf-06-2018-0184. You can help correct errors and omissions. Suggested CitationĪll material on this site has been provided by the respective publishers and authors. Originality/value - To the best of our knowledge, this is the first study which constructs a trading strategy using the J- or U-shaped intraday return pattern. Practical implications - The day-trading strategy proposed in this study is very simple and therefore can be easily implemented by investors including individual investors. Findings - The results show that the trading strategy of buying in the first 30?min of the trading session and close off the position during the last 30?min obtains higher returns than other 66 strategies. This trading strategy is compared against other 66 possible day-trading combinations. The study controls for the excess overnight price volatility to improve the effectiveness of the investment strategy. The effectiveness of easily implementable trading strategy to purchase the index in the morning and sell at the close is tested.
and 4:00?p.m., is divided into 30-min blocks. How desolate our home without the merry chirrups of late Bird. Design/methodology/approach - The study mainly focuses on the S&P/ASX200. And that day, the LATE bird catches the worm. Purpose - The purpose of this paper is to examine what the optimal time is in a typical trading day for investors to buy/sell stocks in the Australian stock market.
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