Publication | Closed Access
Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models
154
Citations
0
References
1993
Year
F. Douglas Foster, S. Viswanathan, Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models, The Journal of Finance, Vol. 48, No. 1 (Mar., 1993), pp. 187-211