Public information arrival and volatility of intraday stock returns
| Year of publication: |
2004
|
|---|---|
| Authors: | Kalev, Petko S. ; Liu, Wai-Man ; Pham, Peter K. ; Jarnecic, Elvis |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 28.2004, 6, p. 1441-1467
|
| Publisher: |
Elsevier |