Information content of order imbalance in an order-driven market : Indian evidence
Abhinava Tripathi, Alok Dixit, Vipul
| Year of publication: |
2021
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|---|---|
| Authors: | Tripathi, Abhinava ; Dixit, Alok ; Vipul |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 41.2021, p. 1-10
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| Subject: | Information asymmetry | Limit-order book | Liquidity | Market microstructure | Order imbalance | Short-term return predictability | Marktmikrostruktur | Asymmetrische Information | Asymmetric information | Wertpapierhandel | Securities trading | Informationswert | Information value | Geld-Brief-Spanne | Bid-ask spread | Handelsvolumen der Börse | Trading volume | Indien | India | Schätzung | Estimation | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101863 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013336223