A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets-Reference-Cited by-同舟云学术

A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets

Published:1990-10 Issue:4 Volume:3 Page:593-624
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Foster F. Douglas,Viswanathan S.

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/3/4/593/5348566/030593.pdf

Reference12 articles.

1. A Theory of Intraday Patterns: Volume and Price Variability

2. Barclay M. Warner J. Litzenberger R. , 1988, “Private Information, Trading Volume and Stock Return Variances,” working paper, University of Rochester.

3. The Only Game in Town

4. Foster F. D. Viswanathan S. , 1990, “Variations in Volumes, Variances and Trading Costs,” FORCE Working Paper 88–108, Fuqua School of Business, Duke University.

5. Stock return variances

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