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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

Matthew Richardson1,2; Tom Smith3

1 California University of Pennsylvania · 2 University of Pennsylvania · 3 Duke University

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

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