Dynamic relations between order imbalance, volatility and return of top gainers
Yong-Chern Su, Han-Ching Huang and Shiue-Fang Lin
| 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 280176-0. - Vol. 44.2012, 10/12, p. 1509-1519
|
| Subject: | Wertpapierhandel | Securities trading | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | Anlageverhalten | Behavioural finance | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009525251