Deng, Zejian and Liu, Yuchan (2023) Study on Intraday Momentum of Chinese Stock Market Based on R and Multiple Linear Regression Models. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.
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Abstract
There has been much research on momentum, but most of them focused on the monthly or weekly frequency. Did the momentum also exist at the intraday level? To answer the question, we used R and multiple linear regression models to analyze the high-frequency trading data of the Chinese stock market and
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:02 |
| Last Modified: | 17 Apr 2026 03:47 |
| URI: | http://eprints.eai.eu/id/eprint/41991 |
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