Do order imbalances predict Chinese stock returns? : new evidence from intraday data
Paresh Kumar Narayan, Seema Narayan, Joakim Westerlund
| Year of publication: |
September 2015
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| Authors: | Narayan, Paresh Kumar ; Narayan, Seema ; Westerlund, Joakim |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 34.2015, p. 136-151
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| Subject: | Order imbalance | Stock returns | Predictability | Intraday | Panel data | Trading strategies | Kapitaleinkommen | Capital income | China | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Wertpapierhandel | Securities trading | Panel | Panel study | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2015.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011535319