The volume clock: Insights into the high-frequency paradigm

Journal of Portfolio Management

Volumn 39, Issue 1, 2012, Pages 19-29

  Easley, David ^a   De Prado, Marcos M López ^b   O'Hara, Maureen ^c  

^a Department of Obstetrics Gynecology   (United States)

^b LAWRENCE BERKELEY NATIONAL LABORATORY   (United States)

^c The Samuel Curtis Johnson Graduate School of Management   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84870841699     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2012.39.1.019     Document Type: Article

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