2020
DOI: 10.1016/j.irfa.2018.11.008
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Investing in gold – Market timing or buy-and-hold?

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Cited by 9 publications
(4 citation statements)
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“…In addition, the BBs were able to generate statistically significant profits before transaction costs. These findings suggest that, although the GLD market may be efficient under normal market conditions, as suggested by prior studies (e.g., Baur et al 2020) and the sub-period results for the normal market regime (See Appendix C), excess returns may be available during periods of market distress.…”
Section: Discussion and Analysissupporting
confidence: 63%
“…In addition, the BBs were able to generate statistically significant profits before transaction costs. These findings suggest that, although the GLD market may be efficient under normal market conditions, as suggested by prior studies (e.g., Baur et al 2020) and the sub-period results for the normal market regime (See Appendix C), excess returns may be available during periods of market distress.…”
Section: Discussion and Analysissupporting
confidence: 63%
“…Keras is used for the proposed deep LSTM models. Buy and hold mean buy at the beginning and close at the end [35], Sell and hold mean short at the beginning and close at the end, and they are two commonly used benchmark investment strategies in the financial market. ere have the following findings from Table 2: (1) for price prediction in WTI, our proposed model obtained best results for 1 and 3 days ahead prediction, compared with all other benchmark methods.…”
Section: Multiple Steps Ahead Predictionmentioning
confidence: 99%
“…Buy and hold (BH ) is widely used in the literature as a benchmark strategy (Mohr, Ahmad & Schmidt, 2014;Chang, Jong & Wang, 2017;Baur et al, 2018), and is therefore used in our study as well. In BH an investor executes the buy transaction on the first day of the investment period and holds the position until the last day T .…”
Section: Buy and Hold Strategymentioning
confidence: 99%