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 2801760. - Vol. 44.2012, 12 (1.4.), p. 1509-1520
|
Saved in:
Saved in favorites
Similar items by person
-
Dynamic relations between order imbalance, volatility and return of top gainers
Su, Yong-chern, (2012)
-
Dynamic relations between order imbalance, volatility and return of top gainers
Su, Yong-Chern, (2012)
-
Intraday causality between order imbalance and return of speculative top losers
Su, Yong-chern, (2009)
- More ...