Order Imbalance and Daily Momentum Investing: Evidence from Taiwan-Reference-Cited by-同舟云学术

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Order Imbalance and Daily Momentum Investing: Evidence from Taiwan

Published:2012-09-13 Issue:4 Volume:47 Page:697-718
ISSN:0732-8516
Container-title:Financial Review
language:en
Short-container-title:

Author:

Chang Chiao-Yi

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6288.2012.00343.x/fullpdf

Reference21 articles.

1. Price momentum and idiosyncratic volatility;Arena;Financial Review,2008

2. Market statistics and technical analysis: The role of volume;Blume;Journal of Finance,1994

3. Market liquidity and trading activity;Chordia;Journal of Finance,2001

4. Back to the future;Foerster;Canadian Investment Review,1995

5. The 52-week high and momentum investing;George;Journal of Finance,2004

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1. Trade co-occurrence, trade flow decomposition and conditional order imbalance in equity markets;Quantitative Finance;2024-06-02

2. Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets;SSRN Electronic Journal;2023

3. The Information Advantage of Underwriters in IPOs;Management Science;2019-04-08

4. The Analysis of 52-Week High Investing Strategy Based on Herding Behavior;International Review of Finance;2016-07-05

5. Behavioural biases in investment decision making – a systematic literature review;Qualitative Research in Financial Markets;2015-02-02

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