Transactions, volume, and volatility.
- Published in:
- Review of Financial Studies, 1994, v. 7, n. 4, doi. 10.1093/rfs/7.4.631
- By:
- Publication type:
- Article
Works matching IS 08939454 AND DT 1994 AND VI 7 AND IP 4
Results: 7
1
2
Program trading and intraday volatility.
- Published in:
- Review of Financial Studies, 1994, v. 7, n. 4, doi. 10.1093/rfs/7.4.653
- By:
- Publication type:
- Article
3
Analytical GMM tests: asset pricing with time-varying risk premiums.
- Published in:
- Review of Financial Studies, 1994, v. 7, n. 4, doi. 10.1093/rfs/7.4.687
- By:
- Publication type:
- Article
4
Ex-dividend price behavior of common stocks.
- Published in:
- Review of Financial Studies, 1994, v. 7, n. 4, doi. 10.1093/rfs/7.4.711
- By:
- Publication type:
- Article
5
Insider and liquidity trading in stock and options markets.
- Published in:
- Review of Financial Studies, 1994, v. 7, n. 4, doi. 10.1093/rfs/7.4.743
- By:
- Publication type:
- Article
6
Asset prices in dynamic production economies with time-varying risk.
- Published in:
- Review of Financial Studies, 1994, v. 7, n. 4, doi. 10.1093/rfs/7.4.781
- By:
- Publication type:
- Article
7
Correction: a mean-variance framework for tests of asset pricing models.
- Published in:
- 1994
- By:
- Publication type:
- Erratum