Order imbalance, market returns and volatility : evidence from Thailand during the Asian crisis
Year of publication: |
2009
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Authors: | Visaltanachoti, Nuttawat ; Luo, Hang |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 19.2009, 16/18, p. 1391-1399
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Subject: | Börsenkurs | Share price | Aktienmarkt | Stock market | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Asymmetrische Information | Asymmetric information | Finanzkrise | Financial crisis | Thailand | 1996-2003 |
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