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
20
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