主管:中国科学院
主办:中国优选法统筹法与经济数学研究会
   中国科学院科技战略咨询研究院
An Analysis of the Relationship between Order Imbalance and Stock Returns through Quantile Regression Approach for Large-scale Data
XU Qi-fa, CAI Chao, JIANG Cui-xia
Chinese Journal of Management Science . 2016, (12): 20 -29 .  DOI: 10.16381/j.cnki.issn1003-207x.2016.12.003