Order Imbalance and Returns: An Examination of Order Size and Trader Identity

Joey Yang; Marvin Wee; B. Milne

Order Imbalance and Returns: An Examination of Order Size and Trader Identity

Joey Yang, Marvin Wee, B. Milne

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

Original language	English
Title of host publication	Asian Finance Association/FMA 2006 Meeting Conference Proceedings
Editors	Banking Department Of Finance, Property, Department Of Commerce, Massey University
Place of Publication	Auckland, New Zealand
Publisher	Asian Finance Association
Pages	CD ROM
Volume	CD-ROM
Edition	Auckland, New Zealand
Publication status	Published - 2006
Event	Order Imbalance and Returns: An Examination of Order Size and Trader Identity - Auckland, New Zealand Duration: 1 Jan 2006 → …

Conference

Conference	Order Imbalance and Returns: An Examination of Order Size and Trader Identity
Period	1/01/06 → …

Cite this

Yang, Joey ; Wee, Marvin ; Milne, B. / Order Imbalance and Returns: An Examination of Order Size and Trader Identity. Asian Finance Association/FMA 2006 Meeting Conference Proceedings. editor / Banking Department Of Finance ; Property ; Department Of Commerce ; Massey University. Vol. CD-ROM Auckland, New Zealand. ed. Auckland, New Zealand : Asian Finance Association, 2006. pp. CD ROM

@inproceedings{d80c9bd6f2c24d6f974566ed721d8ddd,

title = "Order Imbalance and Returns: An Examination of Order Size and Trader Identity",

author = "Joey Yang and Marvin Wee and B. Milne",

year = "2006",

language = "English",

volume = "CD-ROM",

pages = "CD ROM",

editor = "{Department Of Finance}, Banking and Property and Commerce, {Department Of} and Massey University",

booktitle = "Asian Finance Association/FMA 2006 Meeting Conference Proceedings",

publisher = "Asian Finance Association",

edition = "Auckland, New Zealand",

note = "Order Imbalance and Returns: An Examination of Order Size and Trader Identity ; Conference date: 01-01-2006",

}

Yang, J, Wee, M & Milne, B 2006, Order Imbalance and Returns: An Examination of Order Size and Trader Identity. in B Department Of Finance, Property, DO Commerce & M University (eds), Asian Finance Association/FMA 2006 Meeting Conference Proceedings. Auckland, New Zealand edn, vol. CD-ROM, Asian Finance Association, Auckland, New Zealand, pp. CD ROM, Order Imbalance and Returns: An Examination of Order Size and Trader Identity, 1/01/06.

Order Imbalance and Returns: An Examination of Order Size and Trader Identity. / Yang, Joey; Wee, Marvin; Milne, B.
Asian Finance Association/FMA 2006 Meeting Conference Proceedings. ed. / Banking Department Of Finance; Property; Department Of Commerce; Massey University. Vol. CD-ROM Auckland, New Zealand. ed. Auckland, New Zealand: Asian Finance Association, 2006. p. CD ROM.

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

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AU - Wee, Marvin

AU - Milne, B.

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A2 - Property, null

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T2 - Order Imbalance and Returns: An Examination of Order Size and Trader Identity

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