Realized volatility and transactions

Realized volatility and transactions

10.1016/j.jbankfin.2005.05.021

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Bibliographic Details
Main Authors: Chan, C.C., Fong, W.M.
Other Authors: FINANCE & ACCOUNTING
Format: Article
Published: 2013
Subjects:
Absolute residuals
Average trade size and order imbalance
Number of trades
Realized volatility
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44474
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/44474

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