Order imbalance and daily momentum investing: evidence from Taiwan CY Chang - Fi

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【作者(必填)】
CY Chang
【文题(必填)】
Order imbalance and daily momentum investing: evidence from Taiwan【年份(必填)】
2012
【全文链接或数据库名称(选填)】Order imbalance and daily momentum investing: evidence from TaiwanCY Chang - Financial Review, 2012 - Wiley Online Library
Abstract We propose that price-order-imbalance momentum strategies will produce
outcomes that are more profitable for investors than price momentum strategies in the very
short term. Adopting order imbalances information, investors themselves may employ ...
被引用次数：4 相关文章引用保存