A THEORY OF THE INTERDAY VARIATIONS IN VOLUME, VARIANCE, AND TRADING COSTS IN SECURITIES MARKETS

被引：343
|
作者：
FOSTER, FD
VISWANATHAN, S
机构：
来源：
REVIEW OF FINANCIAL STUDIES | 1990年 / 3卷 / 04期
关键词：
D O I：
10.1093/rfs/3.4.593
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：593 / 624
页数：32
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