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Equity · China · stocks · Intraday Paid

Intraday Reversal in China

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Academic paper

What Drives Intraday Reversal? Illiquidity or Liquidity Oversupply?

AuthorsJunqing Kang; Shen Lin; Xiong Xiong

Institute
  • Lingnan University
  • Sun Yat-sen University
  • Lingnan College, Sun Yat-sen University
  • Tianjin University of Finance and Economics
  • Tsinghua University
  • PBCSF, Tsinghua University
  • Tianjin University - College of Management and Economics
  • College of Management and Economics and China Center for Social Computing and Analytics

Paper linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3756630

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