Day Traders and Day Trading

Day Trading (.pdf)

Top 100 Publications

  1. GOETZMANN, W.N., Z. IVKOVIC and K.G. ROUWENHORST, 2001. Day Trading International Mutual Funds: Evidence and Policy Solutions. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS. [Cited by 35] (7.37/year)
    Abstract: "Daily pricing of mutual funds provides liquidity to investors but is subject to valuation errors due to the inability to observe synchronous, fair security prices at the end of the trading day. This may hurt fund investors if speculators strategically seek to exploit mispricing or if the net flow of money into funds is correlated with these pricing errors. We show that mutual funds are exposed to speculative traders by using a simple day trading rule that yields large profits in a sample of 391 U.S.-based open-end international mutual funds. We propose a simple "fair pricing" mechanism that alleviates these concerns by correcting net asset values for stale prices. We argue that fund companies and regulators should look at alternatives that allow funds to offer fair pricing to investors, which in turn decreases the need to resort to monitoring for day traders and redemption penalties."
  2. LILJEBLOM, E., A. LöFLUND and K. HEDVALL, 2001. Foreign and domestic investors and tax induced ex-dividend day trading. Journal of Banking and Finance. [Cited by 9] (1.89/year)
    Abstract: "This paper reports evidence on the consequences of differential tax treatment for domestic and foreign owners in a market with a high degree of foreign ownership for certain stocks, the Helsinki Stock Exchange (HSE). We find that ex-dividend day ratios vary with the degree of foreign ownership, and detect significantly abnormal ex-dividend day trading volumes. The average ex-dividend price drops for high-yield, high-foreign ownership stocks are likely to lie outside no-arbitrage boundaries for domestic taxable investors. An investigation of short selling through a derivatives instrument also reveals significant excess trading volumes in ex-dividend months. The tax heterogeneity of the company's ownership structure seems to play a role in explaining deviations from dividend neutrality, more deviations are observed for companies with a more homogeneous ownership structure in terms of taxation."
  3. FRIEDFERTIG, M. and G. WEST, 1998. The electronic day trader. [Cited by 5] (0.65/year) book
  4. BARBER, Brad M., et al., 2005. Do Individual Day Traders Make Money? Evidence from Taiwan. [Cited by 8] (4.57/year)
    Abstract: "When an investor buys and sells the same stock on the same day, he has made a day trade. We analyze the performance of day traders in Taiwan. Day trading by individual investors is prevalent in Taiwan – accounting for over 20 percent of total volume from 1995 through 1999. Individual investors account for over 97 percent of all day trading activity. Day trading is extremely concentrated. About one percent of individual investors account for half of day trading and one fourth of total trading by individual investors. Heavy day traders earn gross profits, but their profits are not sufficient to cover transaction costs. Moreover, in the typical six month period, more than eight out of ten day traders lose money. Despite these bleak findings, there is strong evidence of persistent ability for a relatively small group of day traders. Traders with strong past performance continue to earn strong returns. The stocks they buy outperform those they sell by 62 basis points per day. This spread is sufficiently large to cover transaction costs."

  5. ARAK, M. and R.E. COOK, 1997. Do Daily Price Limits Act as Magnets? The Case of Treasury Bond Futures. Journal of Financial Services Research. [Cited by 14] (1.60/year)
    Abstract: "This article examines price behavior in the U.S. Treasury bond futures market in the mornings after large overnight price moves, using data from 1980 to 1987. The article tests whether price behavior is affected by proximity to a price limit, and whether the effect is a magnet effect or a calming effect. In that period, the price tends to reverse direction after the morning open, and the reversal appears to reflect a calming effect of the price being close to the limit. An alternative hypothesis—that morning price behavior reflects the overnight price change rather than proximity to the price limit per se—is also tested, and does not perform as well in explaining price behavior."

  6. DEMARK, T.R., 1999. DeMark on Day Trading Options. [Cited by 3] (0.44/year)
  7. JORDAN, Douglas J. and J. David DILTZ, 2003. The Profitability of Day Traders. Financial Analysts Journal, November/December 2003, Vol. 59, No. 6: pp. 85-94. [Cited by 3] (1.09/year)
    Abstract: "We used two distinct methodologies to examine the profitability of a sample of U.S. day traders. The results show that about twice as many day traders lose money as make money. Approximately 20 percent of sample day traders were more than marginally profitable. We found evidence that day-trader profitability is related to movements in the Nasdaq Composite Index."

  8. HARRIS, Jeffrey H. and Paul H. SCHULTZ, 1998. The trading profits of SOES bandits. Journal of Financial Economics, Volume 50, Issue 1, 1 October 1998, Pages 39-62. [Cited by 36] (4.31/year)
    Abstract: "SOES bandits are individual investors who use Nasdaq’s Small Order Execution System (SOES) for day trading. Their average profit per trade is small, but they trade dozens or hundreds of times per week. Bandits usually establish a position before most market-makers have updated their quotes, and lay off the position at favorable prices through Instinet or SelectNet. It is noteworthy that they trade profitably with market-makers despite having less information. Bandits keep the profits and bear the losses from their trades. Thus they have greater incentives to trade well than the employees of market-making firms."

  9. SHELLENBERGER, D., et al., 1999. Report of the Day Trading Project Group. Publication of the North American Securities Administrators …. [Cited by 1] (0.14/year)
  10. The analyst concluded that, based on the study of accounts, “70% of public traders will not only lose, but will almost certainly lose everything they invest.” He also concluded that only 11.5% of the accounts reviewed evidenced the ability to conduct profitable short-term trading.
  11. GARVEY, Ryan and Anthony MURPHY, 2005. The Profitability of Active Stock Traders. Journal of Applied Finance, Vol. 15, No. 2, Fall/Winter 2005, pp. 93-100. [not cited] (0/year)
    Active stock traders, or day traders, who may account for a sizable proportion of US trading volume, hold stocks for only hours or even minutes. Examination of their trading profits reveals that about half of the 1,386 day traders in this study were profitable after paying commissions. Both profitable and unprofitable traders have very similar trading characteristics; they concentrate their trading at much the same time, on the same stocks, and in the same trading locations. Yet the skilled or lucky traders generate $9.5 million in net intraday profits, and the unskilled or unlucky lost $4.6 million in the same three-month sample period.

  12. LINNAINMAA, Juhani, 2005. The individual day trader, The Anderson School at UCLA. [Cited by 1] (1.18/year)
    Abstract: "This paper shows that individual day traders are reluctant to close losing day trades. They even sell other stocks from their portfolios to finance the unintended purchases. This disposition to ride losers has significant long-term welfare consequences. Day traders hurt their portfolios’ performance up to -6% in three months after a holdings change. The changes in individuals’ exposure to market-wide shocks cause this underperformance: individuals systematically migrate towards small technology stocks with low B/M ratios. We find a negative relation between day trading profits and long-term performance: active day traders have the highest day trading profits but they hurt their long-term performance the most. Our results suggest that behavioral biases can push investors towards portfolios they might feel uncomfortable holding under other circumstances."

  13. LO, Andrew W., Dmitry V. REPIN and Brett N. STEENBARGER, 2005. Fear and Greed in Financial Markets: A Clinical Study of Day-Traders, American Economic Review, Volume 95, Number 2, May 2005, Pages 352-359. [Cited by 4] (2.94/year)
  14. CHOE, H., J.M. CHUNG and B.C. KHO, The Impact of Day-Trading on Volatility and Liquidity. [not cited] (?/year)
  15. LYNCH, A., 2000. Thought Contagions in the Stock Market. The Journal of Psychology and Financial Markets. [Cited by 3] (0.47/year)
  16. JORDAN, D. and J.D. DILTZ, 2004. Day Traders and the Disposition Effect. Journal of Behavioral Finance. [not cited] (0/year)
  17. "Mark Orrin Barton (1955 - July 29, 1999) was a spree killer from Stockbridge, Georgia, who, on July 29, 1999, shot and killed nine people and injured 13 more. The shootings occurred at two Atlanta day trading firms -- Momentum Securities and the All-Tech Investment Group. It is believed that Barton, a daytrader, was motivated by $105,000 USD in losses over the previous two months. Barton committed suicide four hours later at an Acworth gas station, having been spotted by the police. He was ordered to stop at a gas station, but shot himself before the police could reach him." Wiki In 1999 Mark Barton, a daytrader who had lost $105,000, shot and killed nine people at two day trading firms in Atlanta, US. Barton committed suicide hours later. "In one brokerage firm he did not identify, Levitt said 67 out of 68 day traders had lost money."
  18. The NASAA hired an independent analyst to study a representative sample of day trading accounts. In one case, regulators learned that in a day trading office in Massachussets, 67 of 68 accounts had lost money. Further "only one of the customers successfully day traded, and this account did not realize returns commensurate with the risks." Aaron Lynch "Another transmissivity effect can be seen in the recent phenomenon of day trading. The great majority of day traders lose money (Shellenberger et al. [1999]). But even when a majority are forced to give it up due to heavy losses, those who happen to win may be more visible and more vocal. Hence, they have more opportunities (and more incentive) to retransmit their ideas about day trading to reporters and potential new customers. Moreover, those engaged in day trading tend to think about their investments very frequently, which might lead them to talk about it more often to friends and family. Those forced out by heavy losses may be too embarrassed to talk about it. Thus, day trading need not be generally lucrative to enjoy episodes of self-sustaining transmissivity." Thought Contagions in the Stock Market
  19. CHOE, H., J.M. CHUNG and B.C. KHO, The Impact of Day-Trading on Volatility and Liquidity. [not cited] (?/year)
  20. JORDAN, D. and J.D. DILTZ, 2004. Day Traders and the Disposition Effect. Journal of Behavioral Finance. [not cited] (0/year)
  21. JORDAN, D.J. and J.D. DILTZ, 2003. The Profitability of Day Traders. Financial Analysts Journal. [Cited by 5] (1.76/year)
  22. KANIEL, R., G. SAAR and S. TITMAN, Individual Investor Trading and Stock Returns. [not cited] (?/year)
  23. KANIEL, R., G. SAAR and S. TITMAN, 2004. Individual Investor Sentiment and Stock Returns. unpublished paper, Duke University, NYU, and University of …. [Cited by 16] (8.65/year)
  25. MIZRACH, B. and S. WEERTS, Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room. [not cited] (?/year)
  26. SHELLENBERGER, D., et al., 1999. Report of the Day Trading Project Group. Publication of the North American Securities Administrators …. [Cited by 1] (0.15/year)
  27. RECHNER, D. and G. POITRAS, 1993. Putting on the Crush: Day Trading the Soybean Complex Spread. JOURNAL OF FUTURES MARKETS. [Cited by 4] (0.31/year)
  28. WORKING, H., 1977. Price effects of scalping and day trading. Selected Writings of Holbrook Working. [Cited by 4] (0.14/year)
  29. TURNER, T., 2000. Beginner's Guide to Day Trading Online. [Cited by 4] (0.70/year)
  30. MASULIS, R.W. and V.K. NG, 1991. Stock return dynamics over intra-day trading and nontrading periods in the London Stock Market. [Cited by 3] (0.20/year)
  31. MALKIEL, B., 1999. Day Trading and Its Dangers. Wall Street Journal. [Cited by 3] (0.44/year)
  32. BERNSTEIN, J., 1995. The compleat day-trader: trading systems, strategies, timing indicators, and analytical methods. New York: McGraw Hill. [Cited by 3] (0.28/year)
  33. ZHENG, J., et al., 2002. Trust without touch: jumpstarting long-distance trust with initial social activities. CHI. [Cited by 23] (6.13/year)
  34. LINNAINMAA, J., 2003. The Anatomy of Day Traders. Unpublished working paper, Helsinki School of Economics. [Cited by 3] (1.09/year)
  35. BERNSTEIN, J. and J. BERNSTEIN, 1998. The compleat day trader II. [Cited by 2] (0.26/year)
  36. DEBOECK, G.J., 2000. Modeling non-linear market dynamics for intra-day trading. Neural Network World. [Cited by 2] (0.35/year)
  37. NASSAR, D.S., 2001. How to Get Started in Electronic Day Trading. [Cited by 2] (0.42/year)
  38. TAUCHEN, G.E. and M. PITTS, 1983. The Price Variability-Volume Relationship on Speculative Markets. Econometrica. [Cited by 329] (14.46/year)
  39. BOS, N., et al., 2001. Being there versus seeing there: Trust via video. Proceedings of CHI. [Cited by 17] (3.58/year)
  40. LANDINGHAM, M.H.V., 1980. The Day Trader: Some Additional Evidence. The Journal of Financial and Quantitative Analysis. [Cited by 2] (0.08/year)
  41. BUCKMAN, R., The Wall Street Journal. Who Caused the Dot-com Crash? Venture Capitalists, Analyst, Entrepreneurs, Day Trader All Play the …. [Cited by 2] (?/year)
  42. GOETZMANN, W.N., Z. IVKOVICH and K.G. ROUWENHORST, 2000. Day trading international funds: Evidence and policy solutions. [Cited by 2] (0.35/year)
  43. BUCKMAN, R. and R. SIMON, 1999. Day Trading Can Breed Perilous Illusions. Wall Street Journal. [Cited by 2] (0.30/year)
  44. EXCHANGE, K.S., 2001. Day Trading in 2001. Press Release. [Cited by 2] (0.42/year)
  45. DHALIWAL, D.A.N. and O.Z. LI, 2006. Investor Tax Heterogeneity and Ex-Dividend Day Trading Volume. THE JOURNAL OF FINANCE. [Cited by 2] (15.90/year)
  46. LI, O.Z., 2002. Investor Tax Heterogeneity and Ex-Dividend Day Trading Volume-The Effect of Dividend Yield and …. University of Arizona Research Paper (available via http:// …. [Cited by 2] (0.53/year)
  47. REIFER, D.J., 2003. XP and the CMM. IEEE Software. [Cited by 8] (2.91/year)
  48. MCGINN, D., 2003. Do-It-Yourself Isn't Dead Yet.. Newsweek. [Cited by 2] (0.73/year)
  49. HAN, L.I.M., J.L. KLING and C.W. SELL, 1999. Foreign Exchange Futures Volatility: Day-of-the-Week, Intraday, and Maturity Patterns in the …. Journal of Futures Markets. [Cited by 10] (1.48/year)
  50. BABBEL, D.F., et al., 2004. The Effect of Transaction Size on Off-the-Run Treasury Prices. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS. [Cited by 7] (4.00/year)
  51. JIANG, W., 2003. A nonparametric test of market timing. Journal of Empirical Finance. [Cited by 10] (3.63/year)
  52. BONABEAU, E., 2002. Predicting the Unpredictable. Harvard Business Review. [Cited by 13] (3.47/year)
  53. LORüNSER, M. and A. MAIER, 2001. Online Daytrading für Einsteiger, 2. Auflage, Himberg. [Cited by 1] (0.21/year)
  54. DUBININ, V., 1997. Daytraders and the Nasdaq spread. Appendix B of Whitcomb,“Testimony Before the House Commerce …. Federal Register. [Cited by 1] (0.11/year)
  55. LUKEMAN, J., 2000. The market maker's edge: day trading tactics from a Wall Street insider. [Cited by 1] (0.17/year)
  56. TOULSON, D.L. and S.P. TOULSON, 1997. Intra-Day Trading of the FTSE-100 Futures contract using Neural Networks with Wavelet Encodings. Proc. Fourth Intl. Banque Nationale de Paris/Imperial …. [Cited by 1] (0.11/year)
  57. PARK, D.C., et al., 2001. Cerebral aging: integration of brain and behavioral models of cognitive function. DIALOGUES IN CLINICAL NEUROSCIENCE. [Cited by 17] (3.58/year)
  58. SCHüLER, M., 2002. Integration of the European Market for E-Finance-Evidence from Online Brokerage. … document, Zentrum für Europäische Wirtschaftforschung (ZEW …. [Cited by 4] (1.07/year)
  59. ANDERSON, A.M. and E.A. DYL, 2005. MARKET STRUCTURE AND TRADING VOLUME. Journal of Financial Research. [Cited by 4] (5.32/year)
  60. DUGAN, I.J., 1999. Senate hearings to probe day trading. Impact on market. [Cited by 1] (0.15/year)
  61. BARBER, B., Y.T. LEE and Y.J. LIU, avis. T. Odean, 2004, Do Individual Day Traders Make Money? Evidence from Taiwan. Working Paper, UC. [Cited by 1] (?/year)
  62. CHENG, L.T.W. and B.S.C. MAK, 2001. … Content of Pre-Listing Characteristics, Listing Day Trading Activities, and Underpricings of IPOs. [Cited by 1] (0.21/year)
  63. WILLIAMS, R., 2000. Listen Up, Genomics Day Traders. [Cited by 1] (0.17/year)
  64. BAIRD, B. and C. MCBURNEY, 1999. Electronic day trading to win. New York: Wiley. [Cited by 1] (0.15/year)
  65. ABELL, H., 1998. Erfolgsrezept Day Trading. [Cited by 1] (0.13/year)
  66. FELIXSON, K. and E. LILJEBLOM, 2004. Evidence on ex-dividend day trading by investor tax-category. Unpublished working paper. Swedish School of Economics. [Cited by 1] (0.57/year)
  67. POST, W., 1999. Senate hearings to probe day trading; Impact on market, traders at issue. September. [Cited by 1] (0.15/year)
  68. ABELL, H., 1999. Digital Day Trading: Moving from One Winning Stock Position to the Next. Chicago, Ill: Dearborn. [Cited by 1] (0.15/year)
  69. LYNCH-KOSKI, J. and E.M. RICE, gton. A. Tarhouni, 2004, Noise Trading and Volatility: Evidence from Day Trading and Message Boards. Working paper, University of Wash. [Cited by 1] (?/year)
  70. BUCKMAN, R., The Wall Street Journal. The Madness of Online Crowds: How'Day Traders,'Computers Are Raising a Ruckus With Internet Stocks. [Cited by 1] (?/year)
  71. LEVITT, A., 1999. Concerning day trading. Testimony before the Senate Permanent Subcommittee on …. [Cited by 1] (0.15/year)
  72. TUNICK, B., 1999. Day Traders Working Hard to Influence How the Profession is to be Defined. Securities Week. [Cited by 1] (0.15/year)
  73. MEYERS, D., 2000. Day-trading a quieter S&P 500. Futures Magazine. [Cited by 1] (0.17/year)
  74. SEE, N., lip;. Notice to Members 98-102, Calculating Margin For Day-Trading And Cross-Guaranteed Accounts (Dec. …. When calculating Regulation T margin, cross guarantees have &h. [Cited by 1] (?/year)
  75. VICKERS, M., k, 8. November 1999,‘A School for Day Traders'. Business W. [Cited by 1] (?/year)
  76. MALKIEL, B.G., 1999. Day trading, and its dangers, Wall Street Journal p. [Cited by 1] (0.15/year)
  77. ANGELL, G., 1999. Day Trading im Visier. [Cited by 1] (0.15/year)
  78. HASTINGS, C., 2001. The Tech Boom: Valuation Inflation, A Flood of Day Traders and Other Excesses. Knowledge at Wharton. http://knowledge. wharton. upenn. edu/ …. [Cited by 1] (0.21/year)
  79. SHELLENBERGER, D., et al., 1999. Report of the Day Trading Project Group. Publication of the North American Securities Administrators …. [Cited by 1] (0.15/year)
  80. MARK, D.S., 2000. … , Vice President of Operations for violating NASD rules in connection with All-Tech's day-trading …. The Securities and Exchange Commission also announced …. [Cited by 1] (0.17/year)
  81. GOETZMANN, W.N. and Z. IVKOVI, sity. and G. Rouwenhorst, 2000, Day trading international mutual funds: evidence and policy solutions. working paper, Yale Univ. [Cited by 1] (?/year)
  82. MAGAZINE, G.I., 1999. Day trading: the “dealerization” of the market. [Cited by 1] (0.15/year)
  83. WORKING, H., 1977. Price e! ects of scalping and day trading. Selected Writings of Holbrook Working, Chicago Board of …. [Cited by 1] (0.03/year)
  84. CHENG, L.T.W., B.S.C. MAK and K.C. CHAN, 2002. … Content of Pre-listing Characteristics, Listing-day Trading Activities, and Underpricings of IPOs. Unpublished working paper. Hong Kong Polytechnic University. [Cited by 1] (0.27/year)
  85. GARVEY, R. and A. MURPHY, 2001. How Profitable Day Traders Trade: An Examination of Trading Profits. [Cited by 1] (0.21/year)
  86. LYNCH, P. and G. ZUMBACH, 2003. Market heterogeneities and the causal structure of volatility. Quantitative Finance. [Cited by 4] (1.45/year)
  87. CESPA, G., 2002. Short-term investment and equilibrium multiplicity. European Economic Review. [Cited by 3] (0.80/year)
  88. MURPHY, J.J., Technische Analyse. [Cited by 3] (?/year)
  89. WEINHARDT, C., P. GOMBER and C. HOLTMANN, 2000. Online-Brokerage, Transforming Markets from Professional to Retail Trading. Proceedings of the 8th European Conference on Information …. [Cited by 2] (0.35/year)
  90. GALBRAITH, S. and M. VIVIANO, US Strategy. Tail or Dog-The Pond's Getting Crowded.. [Cited by 2] (?/year)
  91. MOSHOU, D. and H. RAMON, 2000. Wavelets and self-organizing maps in financial time series analysis. Neural Network World. [Cited by 2] (0.35/year)
  92. GERETY, M.S. and J.H. MULHERIN, 1992. Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close. The Journal of Finance. [Cited by 47] (3.42/year)
  93. LANGTON, J.L., 2000. Notice to Stock Exchange Members: Dining Room Closed. Silicon Chips Being Surfed in Basement. All …. International Finance. [Cited by 2] (0.35/year)
  94. HIGGINS, H.N., 2002. Auditing disclosure risks of on-line broker-dealers. INFORMATION MANAGEMENT AND COMPUTER SECURITY. [Cited by 1] (0.27/year)
  95. GALLOWAY, T.M. and J.M. MILLER, 1997. Index Futures Trading and Stock Return Volatility: Evidence from the Introduction of Mid Cap 400 …. The Financial Review. [Cited by 3] (0.34/year)
  96. WILLIAMS, M. and A. HOFFMAN, 2001. Fundamentals of the options market. [Cited by 2] (0.42/year)
  97. NIEDERHOFFER, V., 1965. Clustering of Stock Prices. Operations Research. [Cited by 28] (0.69/year)
  98. ZUMBACH, G. and P. LYNCH, 2001. Heterogeneous volatility cascade in financial markets. Arxiv preprint cond-mat/0105162. [Cited by 7] (1.47/year)
  99. OLSEN, R.B., 2002. Continuous interest rate payments. [Cited by 1] (0.27/year)
  100. BHAMRA, H.S., 2000. Imitation in Financial Markets. INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE. [Cited by 1] (0.17/year)
  101. KROHA, P. and R. BAEZA-YATES, Sixth International Workshop on Theory and Applications of …. A Case Study: News Classification Based on Term Frequency. [Cited by 1] (?/year)
  102. MOYNIHAN, B., 1997. Trading on Expectations: Strategies to Pinpoint Trading Ranges, Trends, and Reversals. [Cited by 1] (0.11/year)
  103. KENDALL, G. and Y. SU, 2003. A Multi-agent Based Simulated Stock Market-Testing on Different Types of Stocks. Evolutionary Computation, 2003. CEC'03. The 2003 Congress on. [Cited by 1] (0.36/year)
  104. JOHANSSON, W.C., S. BA and R.B. CHASE, 2001. V IRTUAL C USTOMER S ATISFACTION: AS ERVICE M ANAGEMENT P ERSPECTIVE. Proceedings of the America's Conference on Information …. [Cited by 1] (0.21/year)
  105. PRADHAN, S., 2003. Connecting Databases with Argumentation. LECTURE NOTES IN COMPUTER SCIENCE. [Cited by 1] (0.36/year)
  107. DARLEY, V., et al., 2001. Learning, Evolution and Tick Size Effects in a Simulation of the Nasdaq Stock Market. Proceedings of the 5 thWorld Multi-Conference on Systemics, …. [Cited by 1] (0.21/year)
  108. MCLURE, H., 2000. The Wild, Wild Web: The Mythic American West and the Electronic Frontier. The Western Historical Quarterly. [Cited by 1] (0.17/year)
  109. SPEIGHT, A.E.H., D.G. MCMILLAN and O. GWILYM, 2000. Intra-day volatility components in FTSE-100 stock index futures. JOURNAL OF FUTURES MARKETS. [Cited by 2] (0.35/year)
  110. ALTSCHULER, S., et al., 2002. Pricing Analysis for Merrill Lynch Integrated Choice. Interfaces. [Cited by 1] (0.27/year)
  111. BERTRAM, W., 2004. An empirical investigation of Australian Stock Exchange Data. Physica A. [Cited by 2] (1.14/year)
  112. TRADING, D., alia. Report. Edith Cowan University: Bunbury, Western Aus. [not cited] (?/year)
  113. DHALIWAL, D., et al., 2005. To cite this article. The Journal of Finance. [not cited] (0/year)
  114. BECHARA…, D., The P300-a sentiment indicator in daytraders?. [not cited] (?/year)
  115. SINGER, J., 2003. Strategies For Daytrading These strategies could improve your daytrading. TECHNICAL ANALYSIS OF STOCKS AND COMMODITIES-MAGAZINE …. [not cited] (0/year)
  116. SWEENEY, J., 2000. Tales Of Professional Daytraders: Bob And Don Bright Of Bright Trading. TECHNICAL ANALYSIS OF STOCKS AND COMMODITIES-MAGAZINE …. [not cited] (0/year)
  117. CONWAY, M. and A. BEHLE, 2002. Daytrading Stock Pairs. TECHNICAL ANALYSIS OF STOCKS AND COMMODITIES-MAGAZINE …. [not cited] (0/year)
  118. STEELE, E., 2003. Daytrading The E-Mini With Point & Figure. TECHNICAL ANALYSIS OF STOCKS AND COMMODITIES-MAGAZINE …. [not cited] (0/year)
  119. , T.O.&.#.3.9.;.B.R.I.A.N., 2000. How To Use Tick, Tiki, TRIN In Daytrading. TECHNICAL ANALYSIS OF STOCKS AND COMMODITIES-MAGAZINE …. [not cited] (0/year)