Assessing market microstructure effects via realized volatility measures with an application to the Dow Jones Industrial Average stocks
Basel Awartani; Valentina Corradi; Walter Distaso
| Year of publication: |
2009
|
|---|---|
| Authors: | Awartani, Basel ; Corradi, Valentina ; Distaso, Walter |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 27.2009, 2, p. 251-265
|
| Subject: | Noise Trading | Noise trading | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Marktmikrostruktur | Market microstructure | Aktienindex | Stock index | USA | United States | 1997-2002 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003885789