ISO order imbalances and individual stock returns
Author:
Affiliation:
1. Appalachian State University Boone North Carolina USA
Publisher
Wiley
Subject
Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jfir.12233
Reference35 articles.
1. Trading imbalances, predictable reversals, and cross-stock price pressure
2. Stock returns, order imbalances, and commonality: Evidence on individual, institutional, and proprietary investors in China
3. All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
4. Hidden liquidity: An analysis of order exposure strategies in electronic stock markets
5. Clean Sweep: Informed Trading through Intermarket Sweep Orders
Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
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. High Frequency Quote Proportion, Price Impact and Predictability of Factors;SSRN Electronic Journal;2023
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3