An analysis of intraday return-order imbalance relation to stealth trading
Year of publication: |
2011
|
---|---|
Authors: | Huang, Han-Ching |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 8.2011, 1, p. 234-242
|
Subject: | Handelsvolumen der Börse | Trading volume | Wertpapierhandel | Securities trading | Börsenkurs | Share price |
-
Stock market regulation and news dissemination : evidence from an emerging market
Farag, Hisham, (2012)
-
The impact of XBRL reporting on market efficiency
Cong, Yu, (2014)
-
Jones Dorn, Anne, (2015)
- More ...
-
Intraday causality between order imbalance and return of speculative top losers
Su, Yong-chern, (2009)
-
Modeling value at risk of financial holding company : time varying vs. traditional models
Su, Yong-chern, (2010)
-
Convergence to market efficiency of top gainers
Su, Yong-chern, (2010)
- More ...