SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Order imbalance and individual stock returns: Theory and evidence · Study

ArticleShelves

ArticleOrder imbalance and individual stock returns: Theory and evidence

Tarun Chordia2003

Article2003

Order imbalance and individual stock returns: Theory and evidence

Tarun Chordia · Avanidhar Subrahmanyam

571 citations·0/0 files stored·Journal of Financial Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 571 citations exist upstream.

References

1985Continuous Auctions and Insider Trading 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 1991Inferring Trade Direction from Intraday Data 1988A Theory of Intraday Patterns: Volume and Price Variability 1990Evidence of Predictable Behavior of Security Returns 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies 1987The Relation Between Price Changes and Trading Volume: A Survey 1992The impact of institutional trading on stock prices

Cited by

2013How Wise Are Crowds? Insights from Retail Orders and Stock Returns 2006Liquidity and Autocorrelations in Individual Stock Returns 2009How Markets Slowly Digest Changes in Supply and Demand 2008Small Trades and the Cross-Section of Stock Returns 2008Caught on tape: Institutional trading, stock returns, and earnings announcements 2015Market-wide attention, trading, and stock returns

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2003On Distinguishing between Rationales for Short-Horizon Predictability of Stock Returnspreprint · 13 shared references 2005Distinguishing Between Rationales for Short-Horizon Predictability of Stock Returnsarticle · 11 shared references 2011Liquidity Dynamics and Cross-Autocorrelationsarticle · 11 shared references 2006An empirical evaluation of the overconfidence hypothesisarticle · 10 shared references 2006The Cross-Section of Expected Trading Activityarticle · 10 shared references 2004Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchangearticle · 10 shared references

Details

Year2003

Typearticle

Published2003-10-24

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations571

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/s0304-405x(03)00175-2

openalex_workW2049801550

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2018Sparse Signals in the Cross‐Section of Returns

2007Time-Varying Arrival Rates of Informed and Uninformed Trades