STOCK RETURN VARIANCES - THE ARRIVAL OF INFORMATION AND THE REACTION OF TRADERS

被引：804

作者：

FRENCH, KR

ROLL, R

机构：

[1] UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024

[2] GOLDMAN SACHS & CO,NEW YORK,NY 10004

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1986年 / 17卷 / 01期

关键词：

D O I：

10.1016/0304-405X(86)90004-8

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：5 / 26

页数：22

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