Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?
Fuertes, Ana-Maria, Kalotychou, Elena, Todorovic, NatasaVolume:
45
Language:
english
Journal:
Review of Quantitative Finance and Accounting
DOI:
10.1007/s11156-014-0436-6
Date:
August, 2015
File:
PDF, 489 KB
english, 2015