Order imbalance beta and stock returns
Year of publication: |
2020
|
---|---|
Authors: | Yang, Chunpeng ; Hu, Xiaoyi |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 56, p. 6100-6113
|
Subject: | Order imbalance | order imbalance beta | firm characteristics | stock returns | Schätzung | Estimation | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | CAPM | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Aktienmarkt | Stock market | Handelsvolumen der Börse | Trading volume | Wertpapierhandel | Securities trading |
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