A disproportion of aggregate sell orders. A sell order imbalance usually occurs approximately one hour before the market closes when there is late-breaking news that prompts investors to sell 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 sell order imbalance:

1. What is sell order imbalance? definition and meaning
   Definition of sell order imbalance: A disproportion of aggregate sell orders. A sell order imbalance usually occurs approximately one hour before the market ...
    
2. Order Imbalance - What Does It Mean?
   A buy order imbalance occurs when there is a disproportionate amount of buy orders compared to sell orders - a sell order imbalance is the exact opposite.
    
3. Order imbalance, liquidity, and market returns - Computer ...
   for observations on days with high sell order imbalance and large negative returns (i.e., days that are common to the bottom 20% of both imbalance and return ...
    
4. Understanding Order Types
   Sep 26, 2011 ... If there are a large number of shares for sale relative to the number of shares to purchase, this produces a relative sell order imbalance.
    
5. Order Imbalances and Market Efficiency: Evidence from ... - CiteSeer
   while ESOt≡-min[0,OIBt] where OIBt is the buy-sell order imbalance t days prior to the observation date; (t=0, 1.) Table 5 presents a pure forecasting regression ...
    
6. what's a sell imbalance? - Stockpickr! Your Source for Stock Ideas
   Big Daddy (do you know there are places in Florida called Big Daddy's) - there are two different terms - Sell order Imbalance and Sell Imbalance - as I saw both.
    
7. EconPapers: Order Imbalance on Ex-Dividend Days
   Apr 2, 2012... buy-sell order imbalance. We find no order imbalance on cum-dividend days in either the number of orders or the number of shares ordered.
    
8. Abstract - Wiley Online Library
   Jan 31, 2003... buy-sell order imbalance. We find no order imbalance on cum-dividend days in either the number of orders or the number of shares ordered.