Overnight and daytime stock-return dynamics on the London Stock Exchange : the impacts of "Big Bang" and the 1987 stock-market crash
Year of publication: |
1995
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Authors: | Masulis, Ronald W. |
Other Persons: | Ng, Victor K. (contributor) |
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. 13.1995, 4, p. 365-378
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Subject: | Börsenkurs | Share price | Volatilität | Volatility | Computerunterstützung | Computerized method | Börsenhandel | Stock exchange trading | Finanzkrise | Financial crisis | Großbritannien | United Kingdom | 1984-1991 | 1987 |
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