Intraday Return-Order Imbalance Relation in NASDAQ Speculative New Lows

Resource

Investment Management and Financial Innovations,3,107-116.

Journal

Investment Management and Financial Innovations

Journal Issue

3

Pages

107-116

Date Issued

2006-06

Date

2006-06

Author(s)

Su, Yong-Chern

Huang, Hanching

URI

Type

journal article