A THEORY OF THE INTERDAY VARIATIONS IN VOLUME, VARIANCE, AND TRADING COSTS IN SECURITIES MARKETS

被引：344

作者：

FOSTER, FD

VISWANATHAN, S

机构：

来源：

REVIEW OF FINANCIAL STUDIES | 1990年 / 3卷 / 04期

关键词：

D O I：

10.1093/rfs/3.4.593

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：593 / 624

页数：32

相关论文

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