Author:
Harvey Campbell R.,Huang Roger D.
Subject
Economics and Econometrics,Finance
Reference20 articles.
1. A theory of intraday patterns: volume price volatility;Admati;Review of Financial Studies,1988
2. Deutsche mark–dollar volatility: intraday activity patterns, macroeconomic announcements, and longer run dependencies;Andersen;Journal of Finance,1998
3. Balduzzi, P., Elton, E.J., Green, T.C., 1999. Economic news and the yield curve: evidence from the U.S. Treasury market. Working paper, Boston College, Chestnut Hill, MA, unpublished.
4. Becker, K.G., Finnerty, J., Kopecky, K.J., 1993. Economic news and intraday volatility in international bond market. Financial Analysts Journal 81–86.
5. Broadhus, A., 1988. A primer on the fed. Federal Reserve Bank of Richmond.
Cited by
31 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献