Dynamic relations between order imbalance, volatility and return of top gainers
Year of publication: |
2012
|
---|---|
Authors: | Su, Yong-chern ; Huang, Han-Ching ; Lin, Shiue-Fang |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 44.2012, 10/12, p. 1509-1519
|
Subject: | Wertpapierhandel | Securities trading | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | Anlageverhalten | Behavioural finance | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | USA | United States |
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