Stock returns, order imbalances, and commonality: Evidence on individual, institutional, and proprietary investors in China

Journal of Banking and Finance

Volumn 33, Issue 1, 2009, Pages 9-19

  Bailey, Warren ^a   Cai, Jun ^b   Cheung, Yan Leung ^b   Wang, Fenghua ^c  

^a The Samuel Curtis Johnson Graduate School of Management   (United States)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^c Shanghai Stock Exchange   (China)

Author keywords

Commonality; Individual; Institutional; Order imbalance; Proprietary investors

Indexed keywords

EID: 56249148217     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2006.08.007     Document Type: Article

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