Stock returns, order volume, and the relationship between returns and order imbalances around the ex-days: Evidence from the Taiwan Stock Exchange

Yun-lan TsengSHING-YANG HU2018-09-102018-09-102003-07http://scholars.lib.ntu.edu.tw/handle/123456789/304696Stock returns, order volume, and the relationship between returns and order imbalances around the ex-days: Evidence from the Taiwan Stock Exchangeconference paper