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Applied Economics Letters Volume 17, 2010 - Issue 13
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Original Articles

Order imbalances explain 90% of returns of Nikkei 225 futures

Meng Li Graduate School of Systems and Information Engineering, University of Tsukuba, 1-1-1 Tennodai, Tsukuba, Ibaraki, JapanCorrespondence[email protected]
,
Misao Endo Central Research Institute of Electric Power Industry, Socio-Economic Research Center, 2-11-1 Iwato-kita, Komae, Tokyo, Japan
,
Shiwei Zuo Japan Dragon Network Co., Ltd., 8F Forich Building, 10-6 Odemma-cho, Nihonbashi, Chuo, Tokyo, Japan
&
Kazuo Kishimoto Graduate School of Systems and Information Engineering, University of Tsukuba, 1-1-1 Tennodai, Tsukuba, Ibaraki, Japan
Pages 1241-1245 | Published online: 27 Jul 2009

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