2012
DOI: 10.5897/ajbm11.515
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Dynamic intraday relations between order imbalance, volatility and return of jump losers

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Cited by 6 publications
(12 citation statements)
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“…Most of these studies discussed how employees in the health domain adopted information technologies, while only a few implemented the model among health system consumers who voluntarily use OHS [3032]. …”
Section: Introductionmentioning
confidence: 99%
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“…Most of these studies discussed how employees in the health domain adopted information technologies, while only a few implemented the model among health system consumers who voluntarily use OHS [3032]. …”
Section: Introductionmentioning
confidence: 99%
“…Huang [30, 35] developed a theoretical model called the Healthcare Information Adoption Model (hereinafter HIAM) that is based mainly on the TAM model and that integrates some parts of the Health Belief Model (HBM) as well [36, 37]. According to this model, the two mentioned models are in fact complementary models, so that integrating them can help explain and predict the adoption of medical information technologies as well as provide insights toward developing and setting policies for these technologies [35].…”
Section: Introductionmentioning
confidence: 99%
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“…Harford and Kaul (2005) document a strong concurrent relation on the US stock market for 1986 and 1996. In the 2000s, this is confirmed for special samples such as top losers or gainers by Su and Huang (2008), Su et al (2009b), Su et al (2011), andHuang et al (2012). Apart from stocks, Locke and Onayev (2007, S&P 500) and Huang and Chou (2007, Taiwan) find strong intra-day relations for index futures.…”
Section: Empirical Results On Order Imbalance Effects In Asset Returnsmentioning
confidence: 87%
“…For example, stocks with extremely negative returns show faster return reversals than other stocks do. Accordingly, Su et al (2011) and Huang et al (2012) find strong negative links at lag 1 for NASDAQ and NYSE stocks, respectively. Conversely, stocks with extremely positive returns do not show any significant imbalance-return relation.…”
Section: Empirical Results On Order Imbalance Effects In Asset Returnsmentioning
confidence: 91%