The impact of overnight returns on realized volatility
| Year of publication: |
2012
|
|---|---|
| Authors: | Tseng, Tseng-Chan ; Lai, Hung-Cheng ; Lin, Cha-Fei |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 22.2012, 5 (1.3.), p. 357-365
|