Intraday Return – Order Imbalance Relation in NASDAQ Speculative Top Gainers
碩士 === 國立臺灣大學 === 財務金融學研究所 === 93 === In this article, our main purpose is to explore the relationship between order imbalances and stock returns. Considering the liquidity and the efficiency of the market we research, we selected our samples from NASDAQ daily top gainers. We are curious about what...
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| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/24029392626147650735 |