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

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

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