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...
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| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
Asian Academy of Management (AAM)
2014
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| 主題: | |
| オンライン･アクセス: | 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 |
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