第六章订单流不平衡在波动性预测及交易策略设计(VOID)中的应用前景。
Chapter 6 introduces the use of order imbalance in volatility forecast and VOID (the volume order imbalance strategy design).
结果表明，我国股票市场上订单流不平衡存在显著的自相关性，而且订单流不平衡对股票价格有着显著的冲击效应。
The result indicates that the order imbalances of our stock market are auto-correlative and the price impact thus resulted...
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