Author:
Stoll Hans R.,Whaley Robert E.
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference34 articles.
1. A Theory of Intraday Patterns: Volume and Price Variability
2. The Only Game in Town
3. Barclay M. Litzenberger R. Warner J. , 1988, “Private Information, Trading Volume, and Stock Return Variances,” working paper, University of Rochester.
4. Order Imbalances and Stock Price Movements on October 19 and 20, 1987
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