The volatility of asset returns during trading and nontrading hours: some evidence from the foreign exchange markets

✍ Scribed by Michael G. Hertzel; Coleman S. Kendall; Peter E. Kretzmer

• Book ID: 116116494
• Publisher: Elsevier Science
• Year: 1990
• Tongue: English
• Weight: 621 KB
• Volume: 9
• Category: Article
• ISSN: 0261-5606
• DOI: 10.1016/0261-5606(90)90014-q