Asymmetries of the intraday return-volatility relation
Badshah, Ihsan, Frijns, Bart, Knif, Johan, Tourani-Rad, AlirezaLanguage:
english
Journal:
International Review of Financial Analysis
DOI:
10.1016/j.irfa.2016.09.016
Date:
September, 2016
File:
PDF, 1.49 MB
english, 2016