Trade size, order imbalance, and the volatility-volume relation
Year of publication: |
2000
|
---|---|
Authors: | Chan, Kalok ; Fong, Wai-ming |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 57.2000, 2, p. 247-273
|
Subject: | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Volatilität | Volatility | USA | United States |
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