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Applied Financial Economics Volume 19, 2009 - Issue 17
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Original Articles

Order imbalance, market returns and volatility: evidence from Thailand during the Asian crisis

Nuttawat Visaltanachoti Department of Commerce, College of Business, Massey University, Private Bag 102904, NSMC, Auckland, New Zealand
&
Robin Luo Department of Economics and Finance, La Trobe University, Kingsbury Drive, Bundoora, Vic 3083, AustraliaCorrespondence[email protected]
Pages 1391-1399 | Published online: 03 Aug 2009

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