Accentuated intraday stock price volatility : what is the cause?
Year of publication: |
2010
|
---|---|
Authors: | Ozenbas, Deniz ; Pagano, Michael S. ; Schwartz, Robert A. |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 36.2009/10, 3, p. 45-55
|
Subject: | Aktienmarkt | Stock market | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Volatilität | Volatility | Zeit | Time | Regressionsanalyse | Regression analysis | USA | United States | Großbritannien | United Kingdom | 2000-2004 |
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