Order imbalance and individual stock returns : theory and evidence
Tarun Chordia; Avanidhar Subrahmanyam
| Year of publication: |
2004
|
|---|---|
| Authors: | Chordia, Tarun ; Subrahmanyam, Avanidhar |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 72.2004, 3, p. 485-518
|
| Subject: | Marktmikrostruktur | Market microstructure | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | Theorie | Theory | USA | United States | Effizienzmarkthypothese | Efficient market hypothesis | 1993-1998 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002089409