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Order imbalance and individual stock returns: theory and evidence

Chordia, Tarun and Subrahmanyam, Avanidhar 2004, Order imbalance and individual stock returns: theory and evidence, Journal of financial economics, vol. 72, no. 3, pp. 485-518, doi: 10.1016/S0304-405X(03)00175-2.

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Title Order imbalance and individual stock returns: theory and evidence
Author(s) Chordia, Tarun
Subrahmanyam, Avanidhar
Journal name Journal of financial economics
Volume number 72
Issue number 3
Start page 485
End page 518
Total pages 34
Publisher Elsevier BV
Place of publication Amsterdam, The Netherlands
Publication date 2004-06
ISSN 0304-405X
Keyword(s) market microstructure
market efficiency
order imbalance
Language eng
DOI 10.1016/S0304-405X(03)00175-2
Field of Research 1502 Banking, Finance And Investment
HERDC Research category C1.1 Refereed article in a scholarly journal
Copyright notice ©2003, Elsevier B.V.
Persistent URL http://hdl.handle.net/10536/DRO/DU:30098964

Document type: Journal Article
Collection: Department of Finance
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