The impact of trades on daily volatility

Review of Financial Studies

Volumn 19, Issue 4, 2006, Pages 1241-1277

  Avramov, Doron ^a   Chordia, Tarun ^b   Goyal, Amit ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b EMORY UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33745322397     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhj027     Document Type: Review

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