THE IMPACT OF MARKET-SPECIFIC PUBLIC INFORMATION ON RETURN VARIANCE IN AN ILLIQUID MARKET

Authors
CHRISTIEDAVID R KOCH TW
Citation
R. Christiedavid et Tw. Koch, THE IMPACT OF MARKET-SPECIFIC PUBLIC INFORMATION ON RETURN VARIANCE IN AN ILLIQUID MARKET, The journal of futures markets, 17(8), 1997, pp. 887-908
Citations number
20
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
17
Issue
8
Year of publication
1997
Pages
887 - 908
Database
ISI
SICI code
0270-7314(1997)17:8<887:TIOMPI>2.0.ZU;2-O