Order imbalance beta and stock returns
Year of publication: |
2020
|
---|---|
Authors: | Yang, Chunpeng ; Hu, Xiaoyi |
Subject: | Order imbalance | order imbalance beta | firm characteristics | stock returns | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | CAPM | Handelsvolumen der Börse | Trading volume | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns |
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