Short-term Return Predictability of Information in the Open Limit Order Book

Korean Journal of Financial Studies 2007;36(6):963-1007.
Published online December 31, 2007.

공개주문원장 정보의 단기수익률 예측력 분석

이우백, 최혁

Key Words: 거래 전 정보,비대칭,수익률 예측력,정보내용,주문원장,Asymmetry,Informational content,Open Limit order book,Pre-trade information,Return prediction

TOOLS

METRICS

Related articles in Korean J Financ Stud

Editorial Office: 6F, Korea Financial Investment Association Building
143, Uisadangdaero, Yeongdeungpo-gu, Seoul 07332, Korea
Tel: +82-2-783-2615 Fax: +82-2-783-6539 E-mail: office@e-kjfs.org