Journal of Banking & Finance Vol. 18 No. 1 1994
Variance increases following large stock distributions: the role of changing bid-ask spreads and true variances
- DOI
- 10.1016/0378-4266(94)00086-7
- Volume
- 18
- Issue
- 1
- Pages
- 199-206
- Language
- en
- Sources
- openalex crossref semanticscholar