Big data analytics, order imbalance and the predictability of stock returns
Erdinc Akyildirim, Ahmet Sensoy, Guzhan Gulay, Shaen Corbet, Hajar Novin Salari
| Year of publication: |
2021
|
|---|---|
| Authors: | Akyildirim, Erdinc ; Sensoy, Ahmet ; Gulay, Guzhan ; Corbet, Shaen ; Salari, Hajar Novin |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 62.2021, p. 1-19
|
| Subject: | Algorithmic trading | Big data | Data analytics | Fintech | Order imbalance | Big Data | Wertpapierhandel | Securities trading | Data Mining | Data mining | Marktmikrostruktur | Market microstructure | Kapitaleinkommen | Capital income | Finanztechnologie | Financial technology | Elektronisches Handelssystem | Electronic trading | Data Analytics | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.mulfin.2021.100717 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013271582