Concepedia

Intraday Forecasting

Intraday Forecasting is a short-term revenue forecasting method that predicts financial performance within a single trading day, distinguished by its high-frequency temporal resolution and focus on intraday volatility patterns.

200

Publications

12.7K

Citations

461

Authors

336

Institutions

Publications per year

2017–2026

89

Parents

Publications

200

An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks

Thomas H. McInish, R.J.K. Wood · The Journal of Finance · 1992 · 913 citations

, , +17

A transaction data study of weekly and intradaily patterns in stock returns

Lawrence Harris · Journal of Financial Economics · 1986 · 823 citations

, , +16

Short-Term Load Forecasting Methods: An Evaluation Based on European Data

James W. Taylor, Patrick McSharry · IEEE Transactions on Power Systems · 2007 · 607 citations

, , +16

Using Smart Meter Data to Improve the Accuracy of Intraday Load Forecasting Considering Customer Behavior Similarities

Franklin L. Quilumba, Wei‐Jen Lee, Heng Huang et al. · IEEE Transactions on Smart Grid · 2014 · 494 citations

, , +16

Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis

Ulrich Müller, Michel M. Dacorogna, Richard B. Olsen et al. · Journal of Banking & Finance · 1990 · 490 citations

, , +13

1–5 of 200

Authors

461

  1. AF
    Ana-Marı́a Fuertes

    City, University of London, United Kingdom

    5 publications · 197 citations

    5

    h-index

  2. JW
    James W. Taylor

    University of Wisconsin–Madison, United States

    4 publications · 947 citations

    4

    h-index

  3. MM
    Martin Martens

    Erasmus University Rotterdam, Netherlands

    4 publications · 345 citations

    4

    h-index

  4. AU
    Andrew Urquhart

    University of Reading, United Kingdom

    3 publications · 89 citations

    3

    h-index

  5. PK
    Piotr Kokoszka

    Utah State University, United States

    3 publications · 93 citations

    3

    h-index

1–5 of 461

Institutions

336

  1. University of Oxford

    Oxford, United Kingdom

    6 h-index

    12 publications

    1.8K citations

  2. Centre National de la Recherche Scientifique

    Paris, France

    5 h-index

    12 publications

    480 citations

  3. City, University of London

    London, United Kingdom

    5 h-index

    7 publications

    152 citations

  4. University of Duisburg-Essen

    Essen, Germany

    4 h-index

    8 publications

    682 citations

  5. The University of Sydney

    Sydney, Australia

    4 h-index

    8 publications

    215 citations

  6. Lancaster University

    Lancaster, United Kingdom

    4 h-index

    5 publications

    273 citations

  7. Chinese University of Hong Kong

    Hong Kong, Hong Kong

    4 h-index

    7 publications

    129 citations

  8. Deakin University

    Burwood, Australia

    3 h-index

    5 publications

    159 citations

1–8 of 336

Venues

  1. SSRN Electronic Journal

    Repository · 17 publications · 283 citations

    12

    h-index

  2. Journal of Banking & Finance

    8 publications · 974 citations

    8

    h-index

  3. International Journal of Forecasting

    7 publications · 533 citations

    7

    h-index

  4. Journal of Forecasting

    6 publications · 346 citations

    6

    h-index

  5. The Journal of Financial Research

    4 publications · 220 citations

    4

    h-index

1–5