@article{Li2005b,
	title = {Order imbalance and liquidity supply: Evidence from the bubble burst
	of Nasdaq stocks},
	author = {Mingsheng Li and Timothy McCormick and Xin Zhao},
	journal = {Journal of Empirical Finance},
	month = {Sep},
	number = {4},
	pages = {533--555},
	url = {http://www.sciencedirect.com/science/article/B6VFG-4GYH7M5-1/1/d16a248be9455e18484f1f5a2294dafb},
	volume = {12},
	year = {2005},
	biburl = {http://www.bibsonomy.org/bibtex/2ecb7db5cfdcfea8728e31ec5a1816d9e/smicha},
	keywords = {Order imbalance }
}