A Direct Test of the Mixture of Distributions Hypothesis: Measuring the Daily Flow of Information
| Year of publication: |
1994
|
|---|---|
| Authors: | Richardson, Matthew ; Smith, Tom |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 29.1994, 1, p. 101-116
|