Sentence examples for order imbalance from inspiring English sources

The Saudi sale resulted in an order imbalance in Europe and ultimately brought chaos to the morning London fixing session.

Confronted with a large order imbalance, the Big Board halted trading and tried to sort it out.

It claims he was "at least significantly responsible for the order imbalance that in turn was one of the conditions that led to the flash crash".

First, order imbalance data are checked.

Dependent variable: absolute value of order imbalance.

Order imbalance exhibits a marked degree of autocorrelation, as well.

Preliminary analyses suggested to include four lags of order imbalance.

Whatever discount this order imbalance creates, it will be short-lived.

Independent variables: two lags of daily order imbalance, control and interaction variables consisting of the corresponding order imbalance lag and market capitalization (incl. "abnormal values" as defined in Eq. (7)) or order imbalance and percentage bid-ask spread, respectively.

It is not often that you can foresee an order imbalance coming while there is time to plan for it.

This induces a negative link between order imbalance and subsequent price changes.