The DOI matches its Crossref record; 32 of the 32 references it cites were found in a registry or an index.
Order imbalance and individual stock returns: Theory and evidence
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Citations
Cites
Continuous Auctions and Insider Trading
Kyle, A. S. (1985) · Econometrica · doi:10.2307/1913210 · Cited by 9,580
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
Hong, H., & Stein, J. C. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00184 · Cited by 4,001
Inferring Trade Direction from Intraday Data
LEE, C. M. C., & READY, M. J. (1991) · The Journal of Finance · doi:10.1111/j.1540-6261.1991.tb02683.x · Cited by 3,147
A Theory of Intraday Patterns: Volume and Price Variability
Admati, A. R., & Pfleiderer, P. (1988) · Review of Financial Studies · doi:10.1093/rfs/1.1.3 · Cited by 3,119
Evidence of Predictable Behavior of Security Returns
JEGADEESH, N. (1990) · The Journal of Finance · doi:10.1111/j.1540-6261.1990.tb05110.x · Cited by 2,694
Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
Hong, H., Lim, T., & Stein, J. C. (2000) · The Journal of Finance · doi:10.1111/0022-1082.00206 · Cited by 2,611
The Relation Between Price Changes and Trading Volume: A Survey
Karpoff, J. M. (1987) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2330874 · Cited by 2,377
The impact of institutional trading on stock prices
Lakonishok, J., Shleifer, A., & Vishny, R. W. (1992) · Journal of Financial Economics · doi:10.1016/0304-405x(92)90023-q · Cited by 2,062
Chordia, T., Roll, R., & Subrahmanyam, A. (2000) · Journal of Financial Economics · doi:10.1016/s0304-405x(99)00057-4 · Cited by 1,743
Self-citationMutual Fund Herding and the Impact on Stock Prices
Wermers, R. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00118 · Cited by 1,726
Cited by
Responsible investing: The ESG-efficient frontier
Pedersen, L. H., Fitzgibbons, S., & Pomorski, L. (2021) · Journal of Financial Economics · doi:10.1016/j.jfineco.2020.11.001 · Cited by 2,103
Liquidity and Expected Returns: Lessons from Emerging Markets
Bekaert, G., Harvey, C. R., & Lundblad, C. (2007) · Review of Financial Studies · doi:10.1093/rfs/hhm030 · Cited by 1,078
BEN‐DAVID, I., FRANZONI, F., & MOUSSAWI, R. (2018) · The Journal of Finance · doi:10.1111/jofi.12727 · Cited by 678
Tracking Retail Investor Activity
BOEHMER, E., JONES, C. M., ZHANG, X., & ZHANG, X. (2021) · The Journal of Finance · doi:10.1111/jofi.13033 · Cited by 599
Liquidity and Autocorrelations in Individual Stock Returns
AVRAMOV, D., CHORDIA, T., & GOYAL, A. (2006) · The Journal of Finance · doi:10.1111/j.1540-6261.2006.01060.x · Cited by 469
Self-citation
Metadata
- Authors
- Chordia, T., & Subrahmanyam, A.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2004-06
- Volume
- 72
- Issue
- 3
- Pages
- 485-518
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2049801550
- Cited by
- 571
- References
- 32
- FWCI
- 14.35
- Type
- journal article
- Language
- en
- Open access
- closed
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- Chordia, T., & Subrahmanyam, A. (2004). Order imbalance and individual stock returns: Theory and evidence. Journal of Financial Economics. https://doi.org/10.1016/s0304-405x(03)00175-2
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.