Momentum and reversals in Taiwan index futures returns during periods of extreme trading imbalance

International Review of Economics and Finance

Volumn 20, Issue 3, 2011, Pages 459-467

  Kao, Erin H ^a  

^a LING TUNG UNIVERSITY   (Taiwan)

Author keywords

Imbalance; Momentum; Reversals; Trading test

Indexed keywords

EID: 79956332854     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2010.11.019     Document Type: Article

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