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Volumn 47, Issue 5, 2007, Pages 637-650

Order imbalance and stock returns: Evidence from China

Author keywords

China; Market efficiency; Stock exchange

Indexed keywords


EID: 36248978280     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.qref.2007.09.004     Document Type: Article
Times cited : (25)

References (17)
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  • 2
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  • 3
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    • Chen, G.M.1    Rui, O.M.2    Wang, S.3
  • 4
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    • Order imbalance and individual stock returns: Theory and evidence
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    • Perspectives on October 1987 or what did we learn from the crash?
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  • 9
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    • Green, S. (2003). China's stock market: Eight myths and some reasons to be optimistic. The China Project (p. 24). London: The Royal Institute of International Affairs/Cambridge University.
  • 10
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    • Security analysis and trading patterns when some investors receive information before others
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  • 11
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    • Optimal dealer pricing under transaction and return uncertainty
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  • 13
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    • The NYSE: Faster (and Lonelier); Historic electronic-trading shift means swift service for investors, 'painful' time for brokers on the floor
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    • Lucchetti, A.1
  • 16
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    • Tan, L., Chiang, T. C., Mason, J., & Nelling, E. (in press). Herding behavior in Chinese stock markets: An examination of A and B shares. Pacific-Basin Finance Journal.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.