INTRADAY TRADING PATTERNS IN THE EQUITY OPTIONS MARKETS
Author:
Affiliation:
1. John Carroll University
2. Case Western Reserve University
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1993.tb00148.x/fullpdf
Reference15 articles.
1. A theory of intraday patterns: Volume and price variability;Admati;Review of Financial Studies,1988
2. Trading mechanisms and stock returns: An empirical investigation;Amihud;Journal of Finance,1987
3. Intraday volatility in the stock index and futures markets;Chan;Review of Financial Studies,1991
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