Blume and MacKinlay are at the Wharton School, University of Pennsylvania, Terker is at Geewax, Terker & Company. The authors wish to thank Morris Mendelson, Merton Miller, Lawrence Summers, and especially René Stulz and the referee for helpful comments. We also gratefully acknowledge the research help of Neelu Agrawal and Sandeep Patel.
Order Imbalances and Stock Price Movements on October 19 and 20, 1987
Version of Record online: 30 APR 2012
© 1989 the American Finance Association
The Journal of Finance
Volume 44, Issue 4, pages 827–848, September 1989
How to Cite
BLUME, M. E., MACKINLAY, A. C. and TERKER, B. (1989), Order Imbalances and Stock Price Movements on October 19 and 20, 1987. The Journal of Finance, 44: 827–848. doi: 10.1111/j.1540-6261.1989.tb02626.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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