Journal of Business & Financial Affairs

Vasiliki A Basdekidou

Publications

• Research Article
  Personalized Temporal Trading Functionalities Engaged in Calendar Market Anomalies: Empirical Evidences from the 2007 and 2009 Financial Crises
  Author(s): Vasiliki A Basdekidou and Artemis A StyliadouVasiliki A Basdekidou and Artemis A Styliadou
  
  In volatile markets -like the calendar market anomalies- institutions, traders and speculators constantly search for predictable security’s price action patterns; and their trading plans disturb security prices when they attempt to exploit the uprising trading opportunities. Generic forecasting patterns once become known to public are, therefore, unlikely to win for long periods of time and they will self-destruct when discovered by a large number of traders and speculators. Therefore, this gives rise to non-stationarities in the time series of financial returns and complicates formal tests and evidences of market efficiency, market anomalies and the search for successful and profitable forecasting approaches. Obviously, the need for adapted (i.e. no generic) strategies in trading the calendar market anomalies is apparent. This personalization is complicated and is referred to p.. Read More»
  DOI: 10.4172/2167-0234.1000225

  Abstract PDF