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

• Main Authors: Warachka, Mitchell Craig, TAY, Anthony, Ting, Hian Ann, Christopher, Tse, Yiu Kuen
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2005
• 主題: Finance and Financial Management; Portfolio and Security Analysis
• 在線閱讀: https://ink.library.smu.edu.sg/lkcsb_research/1559