Order imbalance, market returns and macroeconomic news. Evidence from the Australian interest rate futures market.

Research in International Business and Finance

Volumn 26, Issue 3, 2012, Pages 410-427

  Smales, Lee A ^a  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Australian financial markets; Futures markets; Macroeconomic news announcements; Order imbalance

Indexed keywords

EID: 84860865381     PISSN: 02755319     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ribaf.2012.04.001     Document Type: Article

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