Inter-trade Durations in Dynamics
The research explores the impact of intertrade duration on short-term price dynamics, finding that longer trade durations decrease the chance of reversals and enhance momentum predictability.
Featured in No. 86 on 26 Feb 2025 · 14 days after release
- Released
- 12 Feb 2025
- First featured
- No. 86 · 26 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 91
- Identifier
- SSRN 5133531
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