Impact of Transaction Duration, Volume and Direction on Price and Volatility Dynamics
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Main Authors: | Warachka, Mitchell Craig, TAY, Anthony, Ting, Hian Ann, Christopher, Tse, Yiu Kuen |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2005
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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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