The relation between relative order imbalance and intraday futures returns : an application of the quantile regression model of Taiwan
Chiao Yi Chang and Fu Shuen Shie
| Year of publication: |
2011
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| Authors: | Chang, Chiao-yi ; Shie, Fu-shuen |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 47.2011, 3, p. 69-87
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| Subject: | intraday data | order imbalance | quantile regression model | Taiwan | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Volatilität | Volatility | Börsenkurs | Share price |
| 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/10009313728