Variance increases following large stock distributions: the role of changing bid-ask spreads and true variances
| Year of publication: |
1994
|
|---|---|
| Authors: | Peterson, David R. ; Peterson, Pamela P. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 18.1994, 1, p. 199-206
|
| Publisher: |
Elsevier |