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Order imbalance and individual stock returns: Theory and evidence

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  • Chordia, Tarun
  • Subrahmanyam, Avanidhar

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  • Chordia, Tarun & Subrahmanyam, Avanidhar, 2004. "Order imbalance and individual stock returns: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 72(3), pages 485-518, June.
    • Handle: RePEc:eee:jfinec:v:72:y:2004:i:3:p:485-518
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