THE EFFECTS OF DECIMALIZATION ON RETURN VOLATILITY COMPONENTS, SERIAL CORRELATION, AND TRADING COSTS
Year of publication: |
2005
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Authors: | He, Yan ; Wu, Chunchi |
Published in: |
The journal of financial research : a publ. of the School of Business Administration, Georgetown University. - Malden, Mass. [u.a.] : Blackwell Publishing, ISSN 0270-2592, ZDB-ID 8753532. - Vol. 28.2005, 1, p. 77-96
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