Intraday return spillovers and its variations across trading sessions
| Year of publication: |
2011
|
|---|---|
| Authors: | Chang, Chia-Ching ; Chen, Sheng-Syan ; Chou, Robin ; Hsin, Chin-Wen |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 36.2011, 3, p. 355-390
|
| Publisher: |
Springer |
| Subject: | Aggregate shock model | Intraday variation | Spillover effect |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925900