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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 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 809.97 kB | Adobe PDF | View/Open |
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