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~language:"eng"
~person:"Wu, Chunchi"
~subject:"Manufacturing industries"
~subject:"Volatility"
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Wu, Chunchi
Li, Jianping
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Li, Jinliang
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Applied economics letters
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The journal of business : B
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ECONIS (ZBW)
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Daily return volatility, bid-ask spreads, and information flow : analyzing the information content of volume
Li, Jinliang
;
Wu, Chunchi
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2697-2739
Persistent link: https://www.econbiz.de/10003406554
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2
Stochastic volatility, liquidity and intraday information flow
Li, Jinliang
;
Wu, Chunchi
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
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