Anatomy of intraday volatility at the Chilean stock exchange
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
https://link.springer.com/content/pdf/10.1007/s12197-021-09556-6.pdf
Reference33 articles.
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3. Barclay MJ, Hendershott T, Jones CM (2008) Order consolidation, price efficiency, and extreme liquidity shocks. J Finan Quantit Analy 43:93–121
4. Belhaj F, Abaoub E, Mahjoubi MN (2015) Number of Transactions, Trade Size and the Volume-Volatility Relationship: An Interday and Intraday Analysis on the Tunisian Stock Market. Int Bus Res 8:135–152
5. Bildik R (2001) Intra-day seasonalities on stock returns: Evidence from the Turkish stock market. Emerg Mark Rev 2:387–417
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