Stock returns and trading at the close

Journal of Financial Markets

Volumn 3, Issue 1, 2000, Pages 45-67

  Cushing, David ^a   Madhavan, Ananth ^b  

^a ITG Inc   (United States)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Closing prices; G20; Imbalances; Institutional trading; Stock returns; Volatility

Indexed keywords

EID: 0006762368     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(99)00012-9     Document Type: Article

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