//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Forecasting model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Order Imbalance"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
Order imbalance
62
Securities trading
34
Wertpapierhandel
34
Market microstructure
31
order imbalance
30
Börsenkurs
29
Share price
29
Aktienmarkt
28
Capital income
28
Kapitaleinkommen
28
Marktmikrostruktur
28
Stock market
28
Handelsvolumen der Börse
23
Trading volume
23
Volatility
23
Estimation
22
Schätzung
22
Volatilität
21
Asymmetric information
14
Asymmetrische Information
14
Efficient market hypothesis
13
Effizienzmarkthypothese
13
Prognoseverfahren
13
Anlageverhalten
11
Behavioural finance
11
China
11
Order Imbalance
11
Ankündigungseffekt
9
Announcement effect
9
CNH
7
CNY
7
Liquidity
7
Option trading
7
Optionsgeschäft
7
VIX
7
VPIN
7
Financial crisis
6
Finanzkrise
6
PIN
6
more ...
less ...
Online availability
All
Undetermined
8
Free
2
Type of publication
All
Article
12
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
13
Author
All
Andersen, Torben
2
Bondarenko, Oleg
2
Easley, David
2
O'Hara, Maureen
2
Akyildirim, Erdinc
1
Ardia, David
1
Aymard, Clément
1
Cenesizoglu, Tolga
1
Chen, Pei-wen
1
Chen, Zhiyu
1
Cheng, Zhongming
1
Corbet, Shaen
1
Cui, Tianxiang
1
Ding, Shusheng
1
Dixit, Alok
1
Gulay, Guzhan
1
Hanke, Michael
1
Huang, Han-Ching
1
Kang, Jangkoo
1
Kang, Jongho
1
Lee, Jaeram
1
Lin, Shengle
1
López de Prado, Marcos M.
1
Narayan, Paresh Kumar
1
Narayan, Seema
1
Prado, Marcos M. López de
1
Salari, Hajar Novin
1
Sensoy, Ahmet
1
Su, Yong-chern
1
Tripathi, Abhinava
1
Vipul
1
Wang, Yaw-Huei
1
Wang, Yu
1
Weigerding, Michael
1
Westerlund, Joakim
1
Xu, Yun
1
Yen, Kuang-Chieh
1
Zhang, Yongmin
1
more ...
less ...
Published in...
All
Pacific-Basin finance journal
3
Journal of financial markets
2
Business research
1
Finance research letters
1
International review of financial analysis
1
Journal of financial studies : JFS : the official publication of the Taiwan Finance Association
1
Journal of multinational financial management
1
Les cahiers du GERAD
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Revisiting Boehmer et al. (2021) : recent period, alternative method, different conclusions
Ardia, David
;
Aymard, Clément
;
Cenesizoglu, Tolga
-
2024
Persistent link: https://www.econbiz.de/10014504788
Saved in:
2
Can convertible bond trading predict stock returns? : evidence from China
Chen, Zhiyu
;
Xu, Yun
;
Wang, Yu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463165
Saved in:
3
Who and what drives informed options trading after the market opens?
Kang, Jongho
;
Kang, Jangkoo
;
Lee, Jaeram
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 338-364
Persistent link: https://www.econbiz.de/10012817917
Saved in:
4
Return predictability in laboratory asset markets
Cheng, Zhongming
;
Lin, Shengle
- In:
The journal of behavioral finance : a publication of …
23
(
2022
)
4
,
pp. 457-465
Persistent link: https://www.econbiz.de/10013483120
Saved in:
5
Futures volatility forecasting based on big data analytics with incorporating an
order
imbalance
effect
Ding, Shusheng
;
Cui, Tianxiang
;
Zhang, Yongmin
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455125
Saved in:
6
Volatility information and derivatives trading : directional or volatility trades?
Wang, Yaw-Huei
;
Yen, Kuang-Chieh
- In:
Journal of financial studies : JFS : the official …
30
(
2022
)
4
,
pp. 35-64
Persistent link: https://www.econbiz.de/10013533141
Saved in:
7
Big data analytics,
order
imbalance
and the predictability of stock returns
Akyildirim, Erdinc
;
Sensoy, Ahmet
;
Gulay, Guzhan
; …
- In:
Journal of multinational financial management
62
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013271582
Saved in:
8
Information content of
order
imbalance
in an order-driven market : Indian evidence
Tripathi, Abhinava
;
Dixit, Alok
;
Vipul
- In:
Finance research letters
41
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013336223
Saved in:
9
Order flow imbalance effects on the German stock market
Hanke, Michael
;
Weigerding, Michael
- In:
Business research
8
(
2015
)
2
,
pp. 213-238
-effects panel regression. For the concurrent (or conditional) relation between
order
imbalance
and returns, our results confirm …
Persistent link: https://www.econbiz.de/10011488149
Saved in:
10
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->