Showing 1 - 10 of 40
Persistent link: https://www.econbiz.de/10002747734
Persistent link: https://www.econbiz.de/10003483281
Persistent link: https://www.econbiz.de/10009427442
Persistent link: https://www.econbiz.de/10001428483
Persistent link: https://www.econbiz.de/10001208081
Persistent link: https://www.econbiz.de/10001334043
Persistent link: https://www.econbiz.de/10003332109
Persistent link: https://www.econbiz.de/10003332119
Persistent link: https://www.econbiz.de/10003332125
This article examines the interaction between order imbalance, stock returns, volatility and volume dynamics during Asian financial crisis using intraday data of 418 stocks traded on the Stock Exchange of Thailand (SET) from January 1996 to October 2003. The inverse relationship between the past...
Persistent link: https://www.econbiz.de/10003886203