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.
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Definition of buy order imbalance: A disproportion of aggregate buy orders. A buy order imbalance usually occurs approximately one hour before the market ...
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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 ...
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Order imbalance shares on buy, Buy Order Imbalance.
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futures prices, and an increase in the sell (buy) order imbalance. .... Consistent with previous research on equity markets, excess buy order imbalance remains a ...
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the case of a buy order imbalance (Working, 1977; Kyle, 1985; Admati and. Pfleiderer, 1988; Bessembinder and Seguin, 1993). We conjecture that the market ...