✦ LIBER ✦

Order imbalance, liquidity, and market returns

✍ Scribed by Tarun Chordia; Richard Roll; Avanidhar Subrahmanyam

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Order Imbalance, Liquidity, and Market E

✍ Lei Jiang 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 128 KB

Liquidity and stock returns: Evidence fr

✍ Ben R. Marshall 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 169 KB

Order imbalance, market returns and macr

✍ Lee A. Smales 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 446 KB

Order imbalance and stock returns: Evide

✍ Catherine Shenoy; Ying Jenny Zhang 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 140 KB

Liquidity and stock returns in pure orde

✍ Ben R. Marshall; Martin Young 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 134 KB

Order imbalance and individual stock ret

✍ Tarun Chordia; Avanidhar Subrahmanyam 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 265 KB