Trading imbalances and the law of one price

Economics Letters

Volumn 112, Issue 1, 2011, Pages 132-134

  Seasholes, Mark S ^a   Liu, Clark ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Cross listings; Law of one price; Order imbalances

Indexed keywords

EID: 79955961693     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2011.03.017     Document Type: Article

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