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Efficiency of heterogeneity measures : an asset pricing perspective
Qin, Lu; Zhu, Hongquan - In: China finance review international 5 (2015) 4, pp. 371-385
Persistent link: https://www.econbiz.de/10011391759
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Do order imbalances predict Chinese stock returns? : new evidence from intraday data
Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151
Persistent link: https://www.econbiz.de/10011535319
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Stock return predictability : evidence from moving averages of trading volume
Ma, Yao; Yang, Baochen; Su, Yunpeng - In: Pacific-Basin finance journal 65 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10013252827
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Foreign exchange volume
Cespa, Giovanni; Gargano, Antonio; Riddiough, Steven J.; … - In: The review of financial studies 35 (2022) 5, pp. 2386-2427
Persistent link: https://www.econbiz.de/10013188966
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Continuing overreaction and stock return predictability
Byun, Suk Joon; Lim, Sonya Seongyeon; Yun, Sang Hyun - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 6, pp. 2015-2046
Persistent link: https://www.econbiz.de/10011654753
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Investor sentiment and return predictability of the option to stock volume ratio
Kim, Jun Sik; Kim, Da-Hea; Seo, Sung Won - In: Financial management 46 (2017) 3, pp. 767-796
Persistent link: https://www.econbiz.de/10011751780
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Tracking investor gambling intensity
Zhu, Hongbing; Yang, Lihua; Xu, Changxin - In: International review of financial analysis 86 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014248291
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The impact of accounting disclosure on emerging stock market prediction in an unstable socio-political context
Kooli, Chaima; Trabelsi, Raoudha; Tlili, Fethi - In: Journal of accounting & management information systems … 17 (2018) 3, pp. 313-329
Persistent link: https://www.econbiz.de/10011995183
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Stock market illiquidity's predictive role over economic growth : the Australian evidence
Rai, Alan - In: Review of Pacific Basin financial markets and policies 18 (2015) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10011300963
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Adaptive order flow forecasting with multiplicative error models
Härdle, Wolfgang; Mihoci, Andrija; Ting, Christopher … - 2014
A flexible statistical approach for the analysis of time-varying dynamics of transaction data on financial markets is here applied to intra-day trading strategies. A local adaptive technique is used to successfully predict financial time series, i.e., the buyer and the seller-initiated trading...
Persistent link: https://www.econbiz.de/10010374563