Information content of cross-sectional and multilevel order flow imbalances: A Bayesian approach

Annals of Operations Research 2026 Open access

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Authors: Petter N. Kolm, Nicholas Westray
DOI: 10.1007/s10479-026-07309-4
Cited by: 3
References: 73

Fields of Study & Subjects

Stock Market Forecasting Methods Energy Load and Power Forecasting Monetary Policy and Economic Impact

Publication details

Journal / source
Annals of Operations Research
Publisher
Springer Science and Business Media LLC
Publication date
25 June 2026
Language
EN