Order imbalance and selling aggression under a shorting ban: Evidence from the UK

• المؤلفون الرئيسيون: Mohammad Sifat, Imtiaz, Mohamad, Azhar
• التنسيق: مقال
• اللغة: English; English
• منشور في: Elsevier 2015
• الموضوعات: HG4501 Stocks, investment, speculation
• الوصول للمادة أونلاين: http://irep.iium.edu.my/45241/1/Order_Imbalance_Selling_Aggression_-_IRFA.pdf; http://irep.iium.edu.my/45241/4/ShortSellingBanContagion_JAM.pdf; http://irep.iium.edu.my/45241/; http://www.journals.elsevier.com/international-review-of-financial-analysis
• المؤسسة: Universiti Islam Antarabangsa Malaysia

Order imbalance is one of the indicators used by traders to assess the excess of buy or sell orders for a security traded on an exchange. Order imbalance data are made transparent to market participants so as to enhance the quality of the opening and closing auction in the exchange. While order imba...