Impact of Transaction Duration, Volume and Direction on Price and Volatility Dynamics

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Bibliographic Details
Main Authors: Warachka, Mitchell Craig, TAY, Anthony, Ting, Hian Ann, Christopher, Tse, Yiu Kuen
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2005
Subjects:
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/1559
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Institution: Singapore Management University
Language: English
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