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Order imbalance
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Essays on Stock Return Predictability and Market Efficiency
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Year
2011
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School
Laney Graduate School
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Department / Specialty
Economics
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Degree
PhD
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Submission Type
Dissertation
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Research Field
Economics, General
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Committee
Chordia, Tarun, Emory University
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Krause, Stefan, Emory University
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Luger, Richard, Emory University
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Maasoumi, Esfandiar, Emory University
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Molodtsova, Tetyana, Emory University
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Keyword
Commonality in liquidity
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Market efficiency
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Order imbalance
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Stock liquidity
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Stock return predictability
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