TAY, A. S., TING, C., TSE, Y. K., & WARACHKA, M. (2011). The impact of transaction duration, volume and direction on price dynamics and volatility. Institutional Knowledge at Singapore Management University.
Chicago Style CitationTAY, Anthony S., Christopher TING, Yiu Kuen TSE, and Mitchell WARACHKA. The Impact of Transaction Duration, Volume and Direction On Price Dynamics and Volatility. Institutional Knowledge at Singapore Management University, 2011.
MLA CitationTAY, Anthony S., Christopher TING, Yiu Kuen TSE, and Mitchell WARACHKA. The Impact of Transaction Duration, Volume and Direction On Price Dynamics and Volatility. Institutional Knowledge at Singapore Management University, 2011.
Warning: These citations may not always be 100% accurate.