Intraday return and order imbalance relation in NASDAQ speculative new highs
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DOI: 10.1080/17446540802277195
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Cited by:
- Han-ching Huang & Yong-chern Su & Szu-Chieh Yang, 2019. "Illiquid Trades on Insurance Companies in Financial Crisis," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 9(5), pages 1-5.
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