Dynamic causality between intraday return and order imbalance in NASDAQ speculative top gainers
Year of publication: |
2008
|
---|---|
Authors: | Su, Yong-chern ; Huang, HanChing |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 18.2008, 16/18, p. 1489-1499
|
Subject: | Spekulation | Speculation | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis | Aktienmarkt | Stock market | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure |
-
Credit for equity investment and stock market volatility : evidence of variance causality
Onour, Ibrahim A., (2015)
-
The information transmission effect and asset prices : evidence from the China B-share discount
Liao, Szu-Lang, (2015)
-
Discovering and disentangling effects of US macro-announcements in European stock markets
Rühl, Tobias R., (2014)
- More ...
-
Pricing index option of Taiwan equity market
Su, Yong-chern, (2011)
-
Dynamic Intraday Relations between Order Imbalance, Volatility and Return of Jump Losers
Su, Yong-chern, (2012)
-
Dynamic causality between intraday return and order imbalance in NASDAQ speculative top gainers
Su, Yongchern, (2008)
- More ...