Dynamic Relations between Order Imbalances, Volatility and Return of Top Losers
碩士 === 臺灣大學 === 財務金融學研究所 === 95 === For many years, investors have been looking for a reliable indicator to predict the movement of stock prices. Many researches show that order imbalances have a significant relationship with stock returns, especially in speculative stocks. In this paper, we want to...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26088421809743260819 |