Volatility of order imbalance of institutional traders and expected asset returns : evidence from Taiwan
Hong-Gia Huang, Wei-Che Tsai, Pei-Shih Weng, Ming-Hung Wu
| Year of publication: |
2021
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|---|---|
| Authors: | Huang, Hong-Gia ; Tsai, Wei-Che ; Weng, Pei-Shih ; Wu, Ming-Hung |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 52.2021, p. 1-20
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| Subject: | Information asymmetry | Order imbalance volatility | Institutional investors | Volatilität | Volatility | Taiwan | Asymmetrische Information | Asymmetric information | Institutioneller Investor | Institutional investor | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Finanzmarkt | Financial market | Marktmikrostruktur | Market microstructure | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2020.100546 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013266271