مرکز منطقه ای اطلاع رساني علوم و فناوري - Trade size, order imbalance, and the volatility

Title of article :

Trade size, order imbalance, and the volatility–volume relation

Author/Authors :

Kalok Chan، نويسنده , , Wai-Ming Fong، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2000

Pages :

From page :

247

To page :

273

Keywords :

Size of trades , Volume}volatility relation , Number of trades , Order imbalance , SOEs

Journal title :

Journal of Financial Economics

Serial Year :

2000

Journal title :

Journal of Financial Economics

Record number :

257440

Link To Document :