NON-TRADING, MARKET MAKING, AND ESTIMATES OF STOCK-PRICE VOLATILITY

被引：26

作者：

MARSH, TA

ROSENFELD, ER

机构：

[1] STANFORD UNIV,STANFORD,CA 94305

[2] SALOMON BROTHERS INC,INTEREST RATE ARBITRAGE,NEW YORK,NY 10004

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1986年 / 15卷 / 03期

关键词：

D O I：

10.1016/0304-405X(86)90026-7

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：359 / 372

页数：14

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