Distinguishing between rationales for short-horizon predictability of stock returns

Financial Review

Volumn 40, Issue 1, 2005, Pages 11-35

  Subrahmanyam, Avanidhar ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

G12; G14; Market efficiency; Order imbalance; Trading activity

Indexed keywords

EID: 38149047854     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.0732-8516.2005.00091.x     Document Type: Article

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