Work

Do order imbalances predict Chinese stock returns? New evidence from intraday data

Year: 2015

Type: article

Source: Pacific-Basin Finance Journal

DOI: 10.1016/j.pacfin.2015.07.003

Authors: Paresh Kumar Narayan, Seema Narayan, Joakim Westerlund

Institutions: Deakin University, RMIT University, Lund University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2157746809

FWCI: 14.68

Cites: 53

Cited by: 43

Related to: 10