Intraday causality between order imbalance and return of speculative top losers
Yong-Chern Su; Shing-Yang Hu; Han-Ching Huang; Jun-Quei Hsieh
Year of publication: |
2009
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Authors: | Su, Yong-Chern ; Hu, Shing-Yang ; Huang, Han-Ching ; Hsieh, Jun-Quei |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221X. - Vol. 6.2009, 1, p. 130-136
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