Concepedia

Intraday Trading

Intraday Trading is a trading strategy involving the execution of buy and sell orders within a single trading day, distinguished from other strategies by the closure of all positions before market close to avoid overnight exposure.

486

Publications

33.3K

Citations

952

Authors

589

Institutions

Publications per year

2017–2026

107

Variants

Day Trading

Parents

Publications

486

Inferring Trade Direction from Intraday Data

Charles M.C. Lee, Mark J. Ready · The Journal of Finance · 1991 · 3K citations

, , +11

Inferring Trade Direction from Intraday Data

Charles M.C. Lee, Mark J. Ready · The Journal of Finance · 1991 · 988 citations · Full text

, , +11

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

The Dynamics of Stock Index and Stock Index Futures Returns

Hans R. Stoll, Robert E. Whaley · Journal of Financial and Quantitative Analysis · 1990 · 836 citations

, , +17

The Flash Crash: High‐Frequency Trading in an Electronic Market

Andrei Kirilenko, Albert S. Kyle, Mehrdad Samadi et al. · The Journal of Finance · 2017 · 772 citations · Full text

, , +16

1–5 of 486

Authors

952

  1. MM
    Martin Martens

    Erasmus University Rotterdam, Netherlands

    9 publications · 507 citations

    9

    h-index

  2. TH
    Thomas H. McInish

    University of Memphis, United States

    7 publications · 1.3K citations

    7

    h-index

  3. AU
    Andrew Urquhart

    University of Reading, United Kingdom

    6 publications · 251 citations

    6

    h-index

  4. BF
    Bonnie F. Van Ness

    University of Mississippi, United States

    5 publications · 126 citations

    5

    h-index

  5. JH
    Joel Hasbrouck

    New York University, United States

    5 publications · 879 citations

    5

    h-index

1–5 of 952

Institutions

589

  1. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    10 h-index

    15 publications

    1K citations

  2. UNSW Sydney

    Sydney, Australia

    9 h-index

    10 publications

    532 citations

  3. University of Reading

    Reading, United Kingdom

    7 h-index

    9 publications

    369 citations

  4. Federal Reserve Bank of New York

    New York, United States

    7 h-index

    8 publications

    314 citations

  5. The Ohio State University

    Columbus, United States

    6 h-index

    10 publications

    3.4K citations

  6. National Bureau of Economic Research

    Cambridge, United States

    6 h-index

    6 publications

    563 citations

  7. National Taiwan University

    Taipei, Taiwan

    6 h-index

    10 publications

    358 citations

  8. ICMA Centre

    Reading, United Kingdom

    6 h-index

    8 publications

    352 citations

1–8 of 589

Venues

  1. SSRN Electronic Journal

    Repository · 90 publications · 2.9K citations

    28

    h-index

  2. The Journal of Finance

    19 publications · 9.7K citations

    19

    h-index

  3. Journal of Futures Markets

    27 publications · 984 citations

    18

    h-index

  4. Journal of Banking & Finance

    16 publications · 874 citations

    15

    h-index

  5. RePEc: Research Papers in Economics

    Repository · 15 publications · 284 citations

    13

    h-index

1–5