Impact Of Foreign And Domestic Order Imbalances On Return And Volatilityvolume Relation
Innovating from Chan and Fong (2000), this paper decomposes order imbalance into foreign and domestic order imbalances. Foreign and domestic order imbalances significantly affect the daily variation of returns in the Indonesian Market. The impact of foreign order imbalance is more pronounced in l...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Article |
| 語言: | English |
| 出版: |
Asian Academy of Management (AAM)
2014
|
| 主題: | |
| 在線閱讀: | http://eprints.usm.my/39939/1/AAMJAF_10-1-1-G1_%281-19%29.pdf http://eprints.usm.my/39939/ http://web.usm.my/journal/aamjaf/10-1-1-2014.html |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|