Volume, Volatility, and the Dispersion of Beliefs
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/6/2/405/5182482/060405.pdf
Reference19 articles.
1. A Theory of Intraday Patterns: Volume and Price Variability
2. Periodic market closure and trading volume
3. A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
4. Are foreign exchange forecasts rational?
5. A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets
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