Periodic market closure and trading volume: A model of intraday bids and asks

Citation
William A. Brock et Allan W. Kleidon, Periodic market closure and trading volume: A model of intraday bids and asks, Journal of economic dynamics & control, 16(3-4), 1992, pp. 451
ISSN journal
01651889
Volume
16
Issue
3-4
Year of publication
1992
Database
ICR
SICI code
0165-1889(1992)16:3-4<451:PMCATV>2.0.ZU;2-#