Work

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

Year: 2000

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/s0304-405x(00)00057-x

Authors: Kalok Chan, Wai-Ming Fong

Institutions: Hong Kong University of Science and Technology, Chinese University of Hong Kong

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3121835406

FWCI: 7.673

Cites: 36

Cited by: 417

Related to: 10