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The Impact of Order Imbalance on Market Returns and Volatility: Evidence from Chinese Stock Market.

Authors :
Chen, Miaoxin
Bao, Rui
Source :
2011 Fourth International Conference on Business Intelligence & Financial Engineering (BIFE); 2011, p371-375, 5p
Publication Year :
2011

Details

Language :
English
ISBNs :
9781457715419
Database :
Complementary Index
Journal :
2011 Fourth International Conference on Business Intelligence & Financial Engineering (BIFE)
Publication Type :
Conference
Accession number :
81522951
Full Text :
https://doi.org/10.1109/BIFE.2011.130