Stock returns, order imbalances, and commonality: Evidence on individual, institutional, and proprietary investors in China

Warren Bailey, Jun Cai*, Stephen Y L Cheung, Fenghua Wang

*Corresponding author for this work

Research output: Contribution to journalJournal articlepeer-review

68 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Stock returns, order imbalances, and commonality: Evidence on individual, institutional, and proprietary investors in China'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance