Cross-impact of order flow imbalance in equity markets (Q6063318)
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scientific article; zbMATH DE number 7761996
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Cross-impact of order flow imbalance in equity markets |
scientific article; zbMATH DE number 7761996 |
Statements
Cross-impact of order flow imbalance in equity markets (English)
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7 November 2023
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market impact
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cross-impact
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order flow imbalance
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return prediction
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0.7458112835884094
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0.7358316779136658
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0.7320994138717651
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0.7314513325691223
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0.7293598651885986
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