Order Flows Impact Stock Prices
External order flows can affect stock prices, with significant purchases leading to a 6.4% increase in the Fama-French 5-factor alpha for CSI 500 index stocks.
Featured in No. 96 on 7 May 2025 · 6 days after release
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- 1 May 2025
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- No. 96 · 7 May 2025
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- SSRN 5238514
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