A Theory of the Interday Variations in Volumes, Variances and Trading Costs in Securities Markets

Journal Article

Duke Authors

Cited Authors

  • Viswanathan, S

Published Date

  • 1990

Published In

Volume / Issue

  • 3 / 4

Start / End Page

  • 593 - 624

Published By

International Standard Serial Number (ISSN)

  • 1465-7368