Short-horizon market efficiency, order imbalance, and speculative trading : evidence from the Chinese stock market
Yingyi Hu
| Year of publication: |
2019
|
|---|---|
| Authors: | Hu, Yingyi |
| Published in: |
Decision making and risk/return optimization in financial economics. - New York, NY, USA : Springer. - 2019, p. 253-274
|
| Subject: | Emerging stock markets | High-frequency data | Market efficiency | Order imbalance | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | China | Schätzung | Estimation | Spekulation | Speculation | Handelsvolumen der Börse | Trading volume | Schwellenländer | Emerging economies | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-018-2849-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012134804