VARIANCE, RETURN, AND HIGH-LOW PRICE SPREADS
Year of publication: |
1994
|
---|---|
Authors: | Lin, Ji-Chai ; Rozeff, Michael S. |
Published in: |
Journal of Financial Research. - Southern Finance Association - SFA, ISSN 0270-2592. - Vol. 17.1994, 3, p. 301-319
|
Publisher: |
Southern Finance Association - SFA Southwestern Finance Association - SWFA |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Lin, Ji-chai, (1995)
-
Capital market behavior and operational announcements of layoffs, operation closings, and pay cuts
Lin, Ji-chai, (1993)
-
The Speed of Adjustment of Prices to Private Information : Empirical Tests
Lin, Ji-Chai, (2007)
- More ...