SSRNOther
Tracking Retail and Institutional Investors Activity in China
The paper proposes improvements to the order size algorithm for better tracking of retail and institutional purchases in the Chinese stock market.
Featured in No. 26 on 15 Nov 2023 · 26 days after release · 4 citations today
- Released
- 20 Oct 2023
- First featured
- No. 26 · 15 Nov 2023
- Citations (Semantic Scholar)
- 4
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4630162
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).