Impact Of Foreign And Domestic
Order Imbalances On Return And Volatilityvolume Relation

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Impact Of Foreign And Domestic Order Imbalances On Return And Volatilityvolume Relation

Innovating from Chan and Fong (2000), this paper decomposes order imbalance into foreign and domestic order imbalances. Foreign and domestic order imbalances significantly affect the daily variation of returns in the Indonesian Market. The impact of foreign order imbalance is more pronounced in l...

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Bibliographic Details
Main Author:	Ekaputra, Irwan Adi
Format:	Article
Language:	English
Published:	Asian Academy of Management (AAM) 2014
Subjects:	HD28-70 Management. Industrial Management
Online Access:	http://eprints.usm.my/39939/ http://eprints.usm.my/39939/1/AAMJAF_10-1-1-G1_%281-19%29.pdf

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