LUNCH BREAK AND INTRADAY VOLATILITY OF STOCK RETURNS: AN HOURLY DATA ANALYSIS OF TOKYO AND NEW YORK STOCK MARKETS

Authors
T. ITO W.L. LIN
Citation
T. ITO et W.L. LIN, LUNCH BREAK AND INTRADAY VOLATILITY OF STOCK RETURNS: AN HOURLY DATA ANALYSIS OF TOKYO AND NEW YORK STOCK MARKETS, Economics letters, 39(01), 1992, pp. 85
Journal title
Economics letters → ACNP
ISSN journal
01651765
Volume
39
Issue
01
Year of publication
1992
Database
ICR
SICI code
0165-1765(1992)39:01<85:LBAIVO>2.0.ZU;2-P