Order imbalance and selling aggression under a shorting ban: Evidence from the UK

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Order imbalance and selling aggression under a shorting ban: Evidence from the UK

Order imbalance is one of the indicators used by traders to assess the excess of buy or sell orders for a security traded on an exchange. Order imbalance data are made transparent to market participants so as to enhance the quality of the opening and closing auction in the exchange. While order imba...

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Bibliographic Details
Main Authors:	Mohammad Sifat, Imtiaz, Mohamad, Azhar
Format:	Article
Language:	English English
Published:	Elsevier 2015
Subjects:	HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/45241/ http://irep.iium.edu.my/45241/1/Order_Imbalance_Selling_Aggression_-_IRFA.pdf http://irep.iium.edu.my/45241/4/ShortSellingBanContagion_JAM.pdf

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