Order imbalance and returns : evidence of lead-lag relationship
Year of publication: |
2014
|
---|---|
Authors: | Rastogi, Nikhil ; Reddy, V. N. ; Kotha, Kiran Kumar |
Published in: |
The IUP journal of financial risk management : IJFRM. - Hyderabad : IUP Publ., ISSN 0972-916X, ZDB-ID 2615394-4. - Vol. 11.2014, 2, p. 34-48
|
Subject: | Lag-Modell | Lag model | Kapitaleinkommen | Capital income | USA | United States | Schätzung | Estimation | Handelsvolumen der Börse | Trading volume |
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