مرکز منطقه ای اطلاع رساني علوم و فناوري - Effects of order flow\Imbalance on short-horizon contrarian strategies\In the Australian equity market

Title of article :

Effects of order flow\Imbalance on short-horizon contrarian strategies\In the Australian equity market

Author/Authors :

Kevin Lo، نويسنده , , Richard Coggins، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

291

To page :

310

Keywords :

Contrarian strategies , Order flow , Market overreaction , Return autocorrelation

Journal title :

Pacific-Basin Finance Journal

Serial Year :

2006

Journal title :

Pacific-Basin Finance Journal

Record number :

249444

Link To Document :