Order imbalance and individual stock returns : theory and evidence
Year of publication: |
2004
|
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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 |
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