Variance increases following large stock distributions : the role of changing bid-ask spreads and true variances
David R. Peterson and Pamela P. Peterson
| Year of publication: |
1994
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|---|---|
| Authors: | Peterson, David R. |
| Other Persons: | Peterson, Pamela P. (contributor) |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 18.1994, 1, p. 199-206
|
| Subject: | Börsenkurs | Share price | USA | United States | 1982-1990 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001156034