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Articles (62)

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1-10 of 62 results for high frequency price data

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Select article: Oil Prices and the Stock Markets: Evidence from High Frequency Data

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Research article

First published 2019-12

Oil Prices and the Stock Markets: Evidence from High Frequency Data

Sajjadur Rahmana, Apostolos Serletis

The Energy Journal

Select article: Retail Gasoline Price Cycles: Evidence from Guelph,Ontario Using Bi-Hourly,Station-Specific Retail Price Data

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Research article

First published 2009-01

Retail Gasoline Price Cycles: Evidence from Guelph,Ontario Using Bi-Hourly,Station-Specific Retail Price Data

Benjamin Atkinson

The Energy Journal

Select article: Market Efficiency and Price Forecast of Individual Shares

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Research article

First published 2010-3

Market Efficiency and Price Forecast of Individual Shares

Tianshu Liu

International Area Studies Review

Select article: Jumps in Oil Prices: The Role of Economic News

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Research article

First published 2013-07

Jumps in Oil Prices: The Role of Economic News

John Elder, Hong Miao, Sanjay Ramchander

The Energy Journal

Select article: The Periodicity of Pricing

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Research article

First published 2006-8

The Periodicity of Pricing

Bart J. Bronnenberg, Carl F. Mela, William Boulding

Journal of Marketing Research

Select article: Daily Price Cycles and Constant Margins: Recent Events in Canadian Gasoline Retailing

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Research article

First published 2014-07

Daily Price Cycles and Constant Margins: Recent Events in Canadian Gasoline Retailing

Benjamin Atkinson, Andrew Eckert, Douglas S. West

The Energy Journal

Select article: An EEMD-CNN-BiLSTM-attention neural network for mixed frequency stock return forecasting

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Research article

First published 2022-06-01

An EEMD-CNN-BiLSTM-attention neural network for mixed frequency stock return forecasting

Yi Cai, Jinlu Guo, Zhenpeng Tang

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

Select article: Climate Risk Transmissions to Commodity Markets: Evidence From a Mixed-Frequency Spillover Approach

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Research article

First published 2025

Climate Risk Transmissions to Commodity Markets: Evidence From a Mixed-Frequency Spillover Approach

Ye Chen, Yu Wei, Chunyan Zhou

Evaluation Review

Select article: Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data

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Research article

First published 2006-07

Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data

S Centanni, M Minozzo

Statistical Modelling

Select article: Testing Martingale Hypothesis Using Variance Ratio Tests: Evidence from High-frequency Data of NCDEX Soya Bean Futures

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Research article

First published 2019-12

Testing Martingale Hypothesis Using Variance Ratio Tests: Evidence from High-frequency Data of NCDEX Soya Bean Futures

Sibanjan Mishra

Global Business Review

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