Dynamic relations between order imbalance, volatility and...

Applied Economics 2012 / 04 Vol. 44; Iss. 12

Dynamic relations between order imbalance, volatility and return of top gainers

Su, Yong-Chern, Huang, Han-Ching, Lin, Shiue-Fang
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Volume:
44
Language:
english
Journal:
Applied Economics
DOI:
10.1080/00036846.2010.543080
Date:
April, 2012
File:
PDF, 171 KB
english, 2012
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