Intraday return spillovers and its variations across trading sessions
| Year of publication: |
2011
|
|---|---|
| Authors: | Chang, Chia-Ching ; Chen, Sheng-Syan ; Chou, Robin K. ; Hsin, Chin-Wen |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 36.2011, 3, p. 355-391
|