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.

Attached Files
Name Description MIMEType Size Downloads

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
Collections: Faculty of Business and Law
Department of Finance
Connect to link resolver
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in TR Web of Science
Scopus Citation Count Cited 249 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 544 Abstract Views, 1 File Downloads  -  Detailed Statistics
Created: Mon, 24 Jul 2017, 08:38:58 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.