Concepedia

Order Imbalances and Stock Price Movements on October 19 and 20, 1987

Marshall E. Blume, A. Craig MacKinlay, Bruce E. Terker

The Journal of Finance · 1989 · 32 citations · 0 references

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BusinessBusiness EconomicsFinanceFinancial EconomicsQuantitative FinanceTime Series AnalysisCapital MarketsMarket MicrostructureStock Markets