Lunch break and intraday volatility of stock returns: An hourly data analysis of Tokyo and New York stock markets

✍ Scribed by Takatoshi Ito; Wen-Ling Lin

• Book ID: 116101415
• Publisher: Elsevier Science
• Year: 1992
• Tongue: English
• Weight: 398 KB
• Volume: 39
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/0165-1765(92)90106-9