articleJournal of Financial EconomicsJul 1, 2002Closed access

Order imbalance, liquidity, and market returns

TCTarun ChordiaRRRichard RollASAvanidhar Subrahmanyam

Emory University · Anderson University - South Carolina

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Abstract

No abstract available for this paper.

Citation impact

949
total citations
FWCI
29.03
Percentile
100%
References
46
Citations per year

Authors

3

Topics & keywords

Topics
Keywords
  • Market liquidity
  • Order (exchange)
  • Economics
  • Monetary economics
  • Financial economics
  • Stock (firearms)
  • Market maker
  • Stock market
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