Information Content of Order Flow and Cross-Market Portfolio Rebalancing

Evidence for the Chinese Stock, Treasury and Corporate Bond Markets

Bibliographic Data

ID19079641
AuthorsÉric Girardin (0000-0002-5443-3640, corresponding author), Dijun Tan, Woon K Wong
Year2010
Publication date2010-01-01
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenueSSRN Electronic Journal (REPOSITORY)
Journal identifiersISSN: 1556-5068 • E-ISSN: 1556-5068
PublisherRELX Group (Netherlands) (PUBLISHER • NL)
DOI10.2139/ssrn.1628020
OpenAlexW2168307027
LanguageEN
References cited31

Tools

Open DOIOpen Access