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

Saved in:

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:	Finance and Financial Management Portfolio and Security Analysis
Online Access:	https://ink.library.smu.edu.sg/lkcsb_research/1559
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Singapore Management University
Language:	English

id	sg-smu-ink.lkcsb_research-2558
record_format	dspace
spelling	sg-smu-ink.lkcsb_research-25582010-09-23T06:24:04Z Impact of Transaction Duration, Volume and Direction on Price and Volatility Dynamics Warachka, Mitchell Craig TAY, Anthony Ting, Hian Ann, Christopher Tse, Yiu Kuen 2005-01-01T08:00:00Z text https://ink.library.smu.edu.sg/lkcsb_research/1559 Research Collection Lee Kong Chian School Of Business eng Institutional Knowledge at Singapore Management University Finance and Financial Management Portfolio and Security Analysis
institution	Singapore Management University
building	SMU Libraries
continent	Asia
country	Singapore Singapore
content_provider	SMU Libraries
collection	InK@SMU
language	English
topic	Finance and Financial Management Portfolio and Security Analysis
spellingShingle	Finance and Financial Management Portfolio and Security Analysis Warachka, Mitchell Craig TAY, Anthony Ting, Hian Ann, Christopher Tse, Yiu Kuen Impact of Transaction Duration, Volume and Direction on Price and Volatility Dynamics
format	text
author	Warachka, Mitchell Craig TAY, Anthony Ting, Hian Ann, Christopher Tse, Yiu Kuen
author_facet	Warachka, Mitchell Craig TAY, Anthony Ting, Hian Ann, Christopher Tse, Yiu Kuen
author_sort	Warachka, Mitchell Craig
title	Impact of Transaction Duration, Volume and Direction on Price and Volatility Dynamics
title_short	Impact of Transaction Duration, Volume and Direction on Price and Volatility Dynamics
title_full	Impact of Transaction Duration, Volume and Direction on Price and Volatility Dynamics
title_fullStr	Impact of Transaction Duration, Volume and Direction on Price and Volatility Dynamics
title_full_unstemmed	Impact of Transaction Duration, Volume and Direction on Price and Volatility Dynamics
title_sort	impact of transaction duration, volume and direction on price and volatility dynamics
publisher	Institutional Knowledge at Singapore Management University
publishDate	2005
url	https://ink.library.smu.edu.sg/lkcsb_research/1559
_version_	1770569942383460352

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

Similar Items