Dynamic relations between order imbalance, volatility and return of top gainers
| Year of publication: |
2012
|
|---|---|
| Authors: | Su, Yong-Chern ; Huang, Han-Ching ; Lin, Shiue-Fang |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 44.2012, 12 (1.4.), p. 1509-1520
|