Will order imbalances predict stock returns in extreme market situations? : evidence from China
Lanjun Lao, Shu Tian, and Qidan Zhao
| Year of publication: |
2018
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| Authors: | Lao, LanJun ; Tian, Shu ; Zhao, Qidan |
| 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. 54.2018, 4/5/6, p. 921-934
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| Subject: | order imbalances | predictive ability | stock returns | trading strategy | China | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Handelsvolumen der Börse | Trading volume | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2016.1278364 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012123531