...ura(2006)分别选取纽约证券交易所的信息披露(News Dissipation)、未决消息(News Pending)和订单不平衡(Order Imbalance)停牌、纳斯达克可预期的市场消息(Anticipated Events)和突发事件(Surprise Events)停牌,通过新信息的调整速度(Speed of Ad...
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Chapter 6 introduces the use of order imbalance in volatility forecast and VOID (the volume order imbalance strategy design).
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。
According to market microstructure theory, the buyer-seller power contrast, which is measured by order imbalance, can affect the formation of stock price.
市场微观结构理论认为,以指令差额衡量的买卖双方的力量对比会影响价格形成。
What remain to be improved are the effect of the general noise in grating-making on the output quality and the imbalance of diffraction order intensity.
光栅制作时引入的综合噪音对输出质量的影响及各衍射级能量的不均衡问题尚待进一步改进。
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