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Cross-impact of order flow imbalance in equity markets - MaRDI portal

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
English
Cross-impact of order flow imbalance in equity markets
scientific article; zbMATH DE number 7761996

    Statements

    title
    Cross-impact of order flow imbalance in equity markets (English)
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    publication date
    7 November 2023
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    zbMATH Keywords
    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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    Identifiers

    arXiv ID
    2112.13213
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    zbMATH DE Number
    7761996
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