مرکز منطقه ای اطلاع رساني علوم و فناوري - Order imbalance and individual stock returns: Theory and evidence

Title of article :

Order imbalance and individual stock returns: Theory and evidence

Author/Authors :

Tarun Chordia، نويسنده , , Avanidhar Subrahmanyam، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

485

To page :

518

Keywords :

Market microstructure , Order imbalance , Market efficiency

Journal title :

Journal of Financial Economics

Serial Year :

2004

Journal title :

Journal of Financial Economics

Record number :

257675

Link To Document :