Profitability and causality of order imbalance based trading strategy in hedge stocks
Year of publication: |
2010
|
---|---|
Authors: | Su, Yong-chern ; Huang, Han-Ching ; Chiu, Chien-Chang |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 7.2010, 1, p. 14-23
|
Subject: | Hedging | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Theorie | Theory | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Rentabilität | Profitability |
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