| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5089124 | Journal of Banking & Finance | 2013 | 9 Pages |
Abstract
⺠We propose a trading uncertainty reduction approach based on fuzzy logic. ⺠The focus is on two choices that traders face: market timing and order size. ⺠Our technical indicators improve profitability on highly volatile days. ⺠We link our results to market microstructure.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Nikola Gradojevic, Ramazan Gençay,