A Theory of the Interday Variations in Volumes, Variances and Trading Costs in Securities Markets
Publication
, Journal Article
Viswanathan, S
Published in: Review of Financial Studies
1990
Duke Scholars
Published In
Review of Financial Studies
ISSN
1465-7368
Publication Date
1990
Volume
3
Issue
4
Start / End Page
593 / 624
Publisher
Oxford University Press (OUP): Policy K - Oxford Open Option E
Related Subject Headings
- Finance
- 1502 Banking, Finance and Investment
- 1402 Applied Economics
- 1401 Economic Theory
Citation
APA
Chicago
ICMJE
MLA
NLM
Viswanathan, S. (1990). A Theory of the Interday Variations in Volumes, Variances and Trading Costs in Securities Markets. Review of Financial Studies, 3(4), 593–624.
Viswanathan, S. “A Theory of the Interday Variations in Volumes, Variances and Trading Costs in Securities Markets.” Review of Financial Studies 3, no. 4 (1990): 593–624.
Viswanathan S. A Theory of the Interday Variations in Volumes, Variances and Trading Costs in Securities Markets. Review of Financial Studies. 1990;3(4):593–624.
Viswanathan, S. “A Theory of the Interday Variations in Volumes, Variances and Trading Costs in Securities Markets.” Review of Financial Studies, vol. 3, no. 4, Oxford University Press (OUP): Policy K - Oxford Open Option E, 1990, pp. 593–624.
Viswanathan S. A Theory of the Interday Variations in Volumes, Variances and Trading Costs in Securities Markets. Review of Financial Studies. Oxford University Press (OUP): Policy K - Oxford Open Option E; 1990;3(4):593–624.
Published In
Review of Financial Studies
ISSN
1465-7368
Publication Date
1990
Volume
3
Issue
4
Start / End Page
593 / 624
Publisher
Oxford University Press (OUP): Policy K - Oxford Open Option E
Related Subject Headings
- Finance
- 1502 Banking, Finance and Investment
- 1402 Applied Economics
- 1401 Economic Theory