Lunch break and intraday volatility of stock returns : An hourly data analysis of Tokyo and New York stock markets
| Year of publication: |
1992
|
|---|---|
| Authors: | Ito, Takatoshi ; Lin, Wen-Ling |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 39.1992, 1, p. 85-90
|
| Publisher: |
Elsevier |