Forecasting stock returns using first half an hour order imbalance
Year of publication: |
2020
|
---|---|
Authors: | Chu, Xiaojun ; Qiu, Jianying |
Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 26.2020, 3 (05.08.), p. 3236-3245
|
Publisher: |
Wiley |
Saved in:
Online Resource
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