Order imbalance and individual stock returns: Theory and evidence
| Year of publication: |
2004
|
|---|---|
| Authors: | Chordia, Tarun ; Subrahmanyam, Avanidhar |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 72.2004, 3, p. 485-518
|
| Publisher: |
Elsevier |