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. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 28.2004, 6, p. 1441-1468
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