Order imbalances and market efficiency: Evidence from the Taiwan Stock Exchange

Journal of Financial and Quantitative Analysis

Volumn 39, Issue 2, 2004, Pages 327-341

  Lee, Yi Tsung ^a   Liu, Yu Jane ^a   Roll, Richard ^b   Subrahmanyam, Avanidhar ^b  

^a NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 3042618674     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0022109000003094     Document Type: Review

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