Asymmetric Relationship Between Order Imbalance and Realized Volatility : Evidence from the Australian Market
Year of publication: |
2019
|
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Authors: | Bissoondoyal-Bheenick, Emawtee |
Other Persons: | Brooks, Robert D. (contributor) ; Do, Hung Xuan (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Australien | Australia | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Schätzung | Estimation |
Extent: | 1 Online-Ressource (29 p) |
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Series: | International Review of Economics & Finance ; Vol. 62, 2019 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 17, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3302368 [DOI] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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