Autocorrelated Order-Imbalance and Price Momentum in the...

Autocorrelated Order-Imbalance and Price Momentum in the Stock Market

Ravi, Rahul, Sha, Yuqing
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Volume:
6
Language:
english
Journal:
International Journal of Economics and Finance
DOI:
10.5539/ijef.v6n10p39
Date:
September, 2014
File:
PDF, 582 KB
english, 2014
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