Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/20471
Title: | Explaining turn of the year order flow imbalance |
Authors: | Chelley-Steeley, PL Lambertides, N Steeley, JM |
Keywords: | order flow imbalance;risk;turn of the year |
Issue Date: | 5-Jun-2015 |
Publisher: | Elsevier |
Citation: | International Review of Financial Analysis, 2016, 43 pp. 76 - 95 |
URI: | https://bura.brunel.ac.uk/handle/2438/20471 |
DOI: | https://doi.org/10.1016/j.irfa.2015.05.028 |
ISSN: | 1057-5219 |
Appears in Collections: | Dept of Economics and Finance Research Papers |
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