Systematic patterns before and after large price changes : evidence from high frequency data from the Paris bourse
Foort Hamelink
| Year of publication: |
1999
|
|---|---|
| Authors: | Hamelink, Foort |
| Publisher: |
Geneva : FAME |
| Subject: | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Frankreich | France |
| Extent: | 34 S graph. Darst |
|---|---|
| Series: | Research paper / International Center for Financial Asset Management and Engineering. - Geneva, ZDB-ID 2121038-X. - Vol. 6 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.fame.ch/research/papers/5Hamelink.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001641825