Journal of Financial and Quantitative Analysis Vol. 29 No. 1 1994
A Direct Test of the Mixture of Distributions Hypothesis: Measuring the Daily Flow of Information
Abstract
Matthew Richardson, Tom Smith, A Direct Test of the Mixture of Distributions Hypothesis: Measuring the Daily Flow of Information, The Journal of Financial and Quantitative Analysis, Vol. 29, No. 1 (Mar., 1994), pp. 101-116
- DOI
- 10.2307/2331193
- Volume
- 29
- Issue
- 1
- Pages
- 101
- Sources
- openalex crossref