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~isPartOf:"Journal of financial economics"
~isPartOf:"Research paper series / Swiss Finance Institute"
~person:"Chordia, Tarun"
~person:"VanNess, Bonnie F."
~subject:"Market microstructure"
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Journal of financial economics
Research paper series / Swiss Finance Institute
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Order imbalance and individual stock returns : theory and evidence
Chordia, Tarun
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
72
(
2004
)
3
,
pp. 485-518
Persistent link: https://www.econbiz.de/10002089409
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2
Limit orders and the bid-ask spread
Chung, Kee H.
;
VanNess, Bonnie F.
;
VanNess, Robert A.
- In:
Journal of financial economics
53
(
1999
)
2
,
pp. 255-287
Persistent link: https://www.econbiz.de/10001387836
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