The intraday relation between return volatility, transactions, and volume *

International Review of Economics and Finance

Volumn 8, Issue 4, 1999, Pages 375-397

  Xu, Xiaoqing Eleanor ^a   Chunchi, Wu ^b  

^a SAINT LOUIS UNIVERSITY   (United States)

^b SYRACUSE UNIVERSITY   (United States)

Author keywords

Frequency; Information asymmetry; Trade size

Indexed keywords

EID: 0033228901     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1059-0560(99)00029-5     Document Type: Article

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