Journal of Finance Vol. 48 No. 1 1993
Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models
Abstract
F. Douglas Foster, S. Viswanathan, Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models, The Journal of Finance, Vol. 48, No. 1 (Mar., 1993), pp. 187-211
- DOI
- 10.2307/2328886
- Volume
- 48
- Issue
- 1
- Pages
- 187
- Sources
- openalex crossref