Exchange Currency

buy order imbalance

A disproportion of aggregate buy orders. A buy order imbalance usually occurs approximately one hour before the market closes when there is late-breaking news that prompts investors to buy in large numbers. When this happens, information on the imbalance is distributed by exchanges and the media in order to try minimize the disparity. In extreme situations however, trading is halted on the specific security in question.

Related information about buy order imbalance:
  1. What is buy order imbalance? definition and meaning
    Definition of buy order imbalance: A disproportion of aggregate buy orders. A buy order imbalance usually occurs approximately one hour before the market ...
     
  2. Order Imbalance - What Does It Mean?
    There are two types of order imbalances - a buy order imbalance, and a sell ... A buy order imbalance occurs when there is a disproportionate amount of buy ...
     
  3. Order imbalance, liquidity, and market returns - Computer ...
    buy order imbalance as well as the top 20% of days with high returns. Another predictive regression is run for observations on days with high sell order ...
     
  4. Order Imbalance and Individual Stock Returns - Computer ...
    is because a high buy order imbalance, for example, would imply a preponderance of trades on the ask side of the market, which would naturally contaminate ...
     
  5. Buy Order Imbalance Definition - What is a Buy Order Imbalance ...
    Order imbalance shares on buy, Buy Order Imbalance.
     
  6. Order Imbalance and the Cross-Section of Expected ... - CiteSeer
    bounce is particularly relevant in our study, because a high buy order imbalance, for example, would imply a preponderance of trades on the ask side of the ...
     
  7. Order imbalance, market returns and macroeconomic news
    futures prices, and an increase in the sell (buy) order imbalance. .... Consistent with previous research on equity markets, excess buy order imbalance remains a ...
     
  8. The price path due to order imbalances: evidence from the ...
    the case of a buy order imbalance (Working, 1977; Kyle, 1985; Admati and. Pfleiderer, 1988; Bessembinder and Seguin, 1993). We conjecture that the market ...