Volatility of order imbalance of institutional traders and expected asset returns: evidence from Taiwan
Huang, Hong-Gia, Tsai, Wei-Che, Weng, Pei-Shih, Wu, Ming-HungJournal:
Journal of Financial Markets
DOI:
10.1016/j.finmar.2020.100546
Date:
February, 2020
File:
PDF, 1.05 MB
2020