The University of Southampton
University of Southampton Institutional Repository

The momentum and mean reversion of Nikkei Index futures: a Markov chain analysis

The momentum and mean reversion of Nikkei Index futures: a Markov chain analysis
The momentum and mean reversion of Nikkei Index futures: a Markov chain analysis
This chapter finds that the intraday Nikkei futures returns exhibit different patterns of momentum or mean reversion when changing observation intervals. Using a Markov chains methodology, a significant return momentum was found at 1-min observation interval. However, a significant return mean reversion was found at 10-min observation interval. This switching pattern of momentum to mean reversion is robust to intraday seasonality. Further, the sources that contribute to the high-frequency momentum and mean reversion are explored and it is concluded that large limit orders and the bid-ask effect can play the role.
9789812791689
239-251
World Scientific
Peng, Ke
c53504b0-f5d4-460a-a24a-74f86b6f2eba
Wang, Shiyun
5f9ef41a-ee3f-4a4a-99f9-208f22036f9f
Lee, Cheng-Few
Peng, Ke
c53504b0-f5d4-460a-a24a-74f86b6f2eba
Wang, Shiyun
5f9ef41a-ee3f-4a4a-99f9-208f22036f9f
Lee, Cheng-Few

Peng, Ke and Wang, Shiyun (2008) The momentum and mean reversion of Nikkei Index futures: a Markov chain analysis. In, Lee, Cheng-Few (ed.) Advances In Quantitative Analysis Of Finance And Accounting. (Advances in Quantitative Analysis of Finance & Accounting, 6) Singapore. World Scientific, pp. 239-251. (doi:10.1142/9789812791696_0012).

Record type: Book Section

Abstract

This chapter finds that the intraday Nikkei futures returns exhibit different patterns of momentum or mean reversion when changing observation intervals. Using a Markov chains methodology, a significant return momentum was found at 1-min observation interval. However, a significant return mean reversion was found at 10-min observation interval. This switching pattern of momentum to mean reversion is robust to intraday seasonality. Further, the sources that contribute to the high-frequency momentum and mean reversion are explored and it is concluded that large limit orders and the bid-ask effect can play the role.

This record has no associated files available for download.

More information

Published date: March 2008

Identifiers

Local EPrints ID: 80476
URI: http://eprints.soton.ac.uk/id/eprint/80476
ISBN: 9789812791689
PURE UUID: 338dddce-c0a9-480e-a283-22608bfd48c6

Catalogue record

Date deposited: 24 Mar 2010
Last modified: 14 Mar 2024 00:37

Export record

Altmetrics

Contributors

Author: Ke Peng
Author: Shiyun Wang
Editor: Cheng-Few Lee

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×