Intra-day market activity

Journal of Financial Markets

Volumn 2, Issue 3, 1999, Pages 193-226

  Gouriéroux, Christian ^a,b   Jasiak, Joanna ^c   Le Fol, Gaëlle ^a,d  

^a CREST   (France)

^b CEPREMAP   (France)

^c YORK UNIVERSITY   (Canada)

^d UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

Author keywords

Activity and co activity measures; Duration models; High frequency data; Liquidity

Indexed keywords

EID: 0033175553     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(99)00004-X     Document Type: Article

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