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Applied Financial Economics Volume 18, 2008 - Issue 18
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Original Articles

Dynamic causality between intraday return and order imbalance in NASDAQ speculative top gainers

YongChern Su Department of Finance, National Taiwan University, 50, Taipei, Taiwan 10660
&
HanChing Huang Department of Finance, Chung Yuan Christian University, Chung Li, Taiwan 32023Correspondence[email protected]
Pages 1489-1499 | Published online: 01 Oct 2008

Citations (5)

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Read on this site (2)

Chunpeng Yang & Xiaoyi Hu. (2020) Order imbalance beta and stock returns. Applied Economics 52:56, pages 6100-6113.
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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)

Michael Weigerding & Michael Hanke. (2018) Drivers of seasonal return patterns in German stocks. Business Research 11:1, pages 173-196.
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Michael Hanke & Michael Weigerding. (2015) Order flow imbalance effects on the German stock market. Business Research 8:2, pages 213-238.
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Yong-Chern Su, Han-Ching Huang & Ming-Wei Hsu. (2010) Convergence to market efficiency of top gainers. Journal of Banking & Finance 34:9, pages 2230-2237.
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