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Trade Timing, Price Volatility and Serial Correlation

✍ Scribed by Ming-Chang Wang; Lon-Ping Zu


Book ID
111059330
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
188 KB
Volume
aop
Category
Article
ISSN
1354-7798

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✍ Jinliang Li πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 169 KB πŸ‘ 1 views

The author wishes to thank Robert I. Webb (the editor) and an anonymous referee for very helpful comments, as well as Charles Bartlett from SIFMA for providing part of the data. Financial support from Citi Foundation is gratefully acknowledged.