Asymmetries of the intraday return-volatility relation

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Asymmetries of the intraday return-volatility relation

Badshah, Ihsan, Frijns, Bart, Knif, Johan, Tourani-Rad, Alireza
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Language:
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
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