Order size, order imbalance and the volatility-volume relation in a bull versus a bear market

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@article{e3f3d213626346779b4583d9766f0fa8,

title = "Order size, order imbalance and the volatility-volume relation in a bull versus a bear market",

author = "Marvin Wee and Joey Yang",

year = "2012",

doi = "10.1111/j.1467-629X.2011.00420.x",

language = "English",

volume = "52",

pages = "145--163",

journal = "Accounting and Finance",

issn = "0810-5391",

publisher = "Wiley-Blackwell",

number = "1",

}