Lagged order flows and returns: A longer-term perspective

Quarterly Review of Economics and Finance

Volumn 48, Issue 3, 2008, Pages 623-640

  Subrahmanyam, Avanidhar ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Market efficiency; Order imbalance; Trading activity

Indexed keywords

EID: 47549111355     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.qref.2006.10.001     Document Type: Article

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