2018•Annals of Operations ResearchRequires access

Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market

Yingyi Hu

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Key concepts: Market microstructure, Economics, Financial economics, Stock market, Market depth, Volatility (finance), Market efficiency, Algorithmic trading

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Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market — Research Paper | ScholarLens