Testing for Market Microstructure Effects in Intraday Volatility : a Reassessment of the Tokyo FX Experiment
Year of publication: |
[2010]
|
---|---|
Authors: | Andersen, Torben G. |
Other Persons: | Bollerslev, Tim (contributor) ; Das, Ashish (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Japan | Marktmikrostruktur | Market microstructure | Tokio | Tokyo | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Series: | NBER Working Paper ; No. w6666 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1998 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Anderson, Torben G., (1998)
-
Abnormal accrual, informed trader, and long-term stock return : evidence from Japan
Muramiya, Katsuhiko, (2008)
-
Bellia, Mario, (2017)
- More ...
-
Andersen, Torben, (2001)
-
Andersen, Torben G., (2001)
-
Bollerslev, Tim, (1998)
- More ...