Effects of order flow imbalance on short-horizon contrarian...

Effects of order flow imbalance on short-horizon contrarian strategies in the Australian equity market

Kevin Lo, Richard Coggins
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Volume:
14
Year:
2006
Language:
english
DOI:
10.1016/j.pacfin.2005.09.002
File:
PDF, 187 KB
english, 2006
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