The volatility of asset returns during trading and nontrading hours: some evidence from the foreign exchange markets
| Year of publication: |
1990
|
|---|---|
| Authors: | Hertzel, Michael G. ; Kendall, Coleman S. ; Kretzmer, Peter E. |
| Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 9.1990, 3, p. 335-343
|
| Publisher: |
Elsevier |