TY  - JOUR
AU  - Miranda García, Isabel Marta
AU  - Segovia Vargas, María Jesús
AU  - Mori, Usue
AU  - Lozano, José 
PY  - 2022
DO  - 10.1002/for.2933
SN  - 0277-6693
UR  - https://hdl.handle.net/20.500.14352/91947
T2  - Journal of Forecasting
AB  - In this paper, we examine the early predictability of the market's directional movement using intraday high‐frequency data (695,764 observations) from an stock index (Ibex 35 Index) to provide, either private or institutional investors, an early...
LA  - eng
M2  - 1150
PB  - Wiley
KW  - Artificial intelligence
KW  - High-frequency data
KW  - Intraday pattern
KW  - Price discovery
KW  - Stock price prediction
KW  - Trading hours
TI  - Early prediction of Ibex 35 movements
TY  - journal article
VL  - 42
ER  -