Cai, Charlie Xiaowu; Keasey, Kevin; Tian, Gaoliang - In: Applied financial economics 20 (2010) 4/6, pp. 317-322
There is existing evidence of equity returns having a mixture distribution with multiple component structures. Following the increasing interest in intraday trading, this article examines determinants of intraday equity return distributions and finds that greater information flow and stock...
