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Applied Economics Volume 44, 2012 - Issue 12
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Original Articles

Dynamic relations between order imbalance, volatility and return of top gainers

Yong-Chern Su Department of Finance, National Taiwan University, 50 Lane 144 Sec. 4, Keelung Road, Taipei, Taiwan
,
Han-Ching Huang Department of Finance, Chung Yuan Christian University Business Building 404A, 4/F, 200, Chung Pei Road, Chung Li, TaiwanCorrespondence[email protected]
&
Shiue-Fang Lin Department of Finance, National Taiwan University, 50 Lane 144 Sec. 4, Keelung Road, Taipei, Taiwan
Pages 1509-1519 | Published online: 09 Mar 2011

Citations (7)

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Read on this site (4)

Chunpeng Yang & Xiaoyi Hu. (2020) Order imbalance beta and stock returns. Applied Economics 52:56, pages 6100-6113.
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Han-Ching Huang, Yong-Chern Su & Hsuan-Yin Wang. (2015) Convergence to market efficiency: the case of seasoned equity offering stocks. Investment Analysts Journal 44:1, pages 57-70.
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Jin-Ying Wang. (2012) Investment behaviours and IPO returns: evidence from Taiwan. Applied Financial Economics 22:16, pages 1385-1394.
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Wael Louhichi. (2012) Does trading activity contain information to predict stock returns? Evidence from Euronext Paris. Applied Financial Economics 22:8, pages 625-632.
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Articles from other publishers (3)

Haiyuan Yin, Xingying Wu & Sophie X Kong. (2020) Daily investor sentiment, order flow imbalance and stock liquidity: evidence from the Chinese stock market. International Journal of Finance & Economics 27:4, pages 4816-4836.
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Ting Zhang, George J. Jiang & Wei‐Xing Zhou. (2020) Order imbalance and stock returns: New evidence from the Chinese stock market. Accounting & Finance 61:2, pages 2809-2836.
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Ridwan Nurazi & Berto Usman. (2019) Does search engine query data contribute to returns and liquidity?. Serbian Journal of Management 14:1, pages 1-26.
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