Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market
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Publication:2288907
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Cites work
- A Rational Route to Randomness
- Behavioral heterogeneity in stock prices
- Continuous Auctions and Insider Trading
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
- Finite bubbles with short sale constraints and asymmetric information
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
- The bubble game: an experimental study of speculation
Cited in
(7)- Call auction, continuous trading and closing price formation
- Is liquidity wasted? The zero-returns on the Warsaw Stock Exchange
- Has Chinese Stock Market Become Efficient? Evidence from a New Approach
- Measuring short-term risk of initial public offering of equity securities: a hybrid Bayesian and data-envelopment-analysis-based approach
- Does short sale restriction lower price efficiency when substitutes exist? Evidence from the Korean market
- The high-volume return premium: does it really exist in the Chinese stock market?
- The short-selling hypothesis of weekend effect and T + 1 trading mechanism
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