Order imbalance and individual stock returns: Theory and evidence

Journal of Financial Economics

Volumn 72, Issue 3, 2004, Pages 485-518

  Chordia, Tarun ^a   Subrahmanyam, Avanidhar ^b  

^a EMORY UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Market efficiency; Market microstructure; Order imbalance

Indexed keywords

EID: 2442695500     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(03)00175-2     Document Type: Article

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