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
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spelling sg-nus-scholar.10635-444742023-10-30T22:21:06Z Realized volatility and transactions Chan, C.C. Fong, W.M. FINANCE & ACCOUNTING Absolute residuals Average trade size and order imbalance Number of trades Realized volatility 10.1016/j.jbankfin.2005.05.021 Journal of Banking and Finance 30 7 2063-2085 JBFID 2013-10-09T08:21:37Z 2013-10-09T08:21:37Z 2006 Article Chan, C.C., Fong, W.M. (2006). Realized volatility and transactions. Journal of Banking and Finance 30 (7) : 2063-2085. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jbankfin.2005.05.021 03784266 http://scholarbank.nus.edu.sg/handle/10635/44474 000238889800012 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Absolute residuals
Average trade size and order imbalance
Number of trades
Realized volatility
spellingShingle Absolute residuals
Average trade size and order imbalance
Number of trades
Realized volatility
Chan, C.C.
Fong, W.M.
Realized volatility and transactions
description 10.1016/j.jbankfin.2005.05.021
author2 FINANCE & ACCOUNTING
author_facet FINANCE & ACCOUNTING
Chan, C.C.
Fong, W.M.
format Article
author Chan, C.C.
Fong, W.M.
author_sort Chan, C.C.
title Realized volatility and transactions
title_short Realized volatility and transactions
title_full Realized volatility and transactions
title_fullStr Realized volatility and transactions
title_full_unstemmed Realized volatility and transactions
title_sort realized volatility and transactions
publishDate 2013
url http://scholarbank.nus.edu.sg/handle/10635/44474
_version_ 1781411310239481856

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