✦ LIBER ✦

Order imbalance, market returns and volatility: evidence from Thailand during the Asian crisis

✍ Scribed by Visaltanachoti, Nuttawat; Luo, Robin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asymmetric volatility of stock returns d

✍ Gareth Leeves 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 376 KB

Order imbalance, market returns and macr

✍ Lee A. Smales 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 446 KB

Stock returns and volatility: Evidence f

✍ Nicholas Apergis; Sophia Eleptheriou 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 718 KB

INVESTOR OVERREACTION DURING MARKET DECL

✍ David Michayluk; Karyn L. Neuhauser 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 190 KB

Order Imbalance, Liquidity, and Market E

✍ Lei Jiang 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 128 KB

Sovereign rating changes and realized vo

✍ Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Hum, Samantha; Treepongkaruna, S 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 116 KB