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Applied economics letters
Management science : journal of the Institute for Operations Research and the Management Sciences
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Order imbalances explain 90% of returns of Nikkei 225 futures
Li, Meng
;
Endo, Misao
;
Zuo, Shiwei
;
Kishimoto, Kazuo
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1241-1245
Persistent link: https://www.econbiz.de/10008938327
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2
Is market index autocorrelation attributable to price latency? : evidence from CSI500
Li, Meng
;
Qiao, Lixin
;
Sun, Fangfang
- In:
Applied economics letters
29
(
2022
)
5
,
pp. 427-430
Persistent link: https://www.econbiz.de/10012873302
Saved in:
3
Does the lead-lag effect exist in stock markets?
Fan, Ningyuan
;
Fan, Zhi-Ping
;
Li, Yongli
;
Li, Meng
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 895-900
Persistent link: https://www.econbiz.de/10013411821
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