Stochastic volatility, trading volume, and the daily flow of information

Journal of Business

Volumn 79, Issue 3, 2006, Pages 1551-1590

  Fleming, Jeff ^a   Kirby, Chris ^b   Ostdiek, Barbara ^a  

^a RICE UNIVERSITY   (United States)

^b CLEMSON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33646891738     PISSN: 00219398     EISSN: None     Source Type: Journal    
DOI: 10.1086/500685     Document Type: Review

References (26)

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