Stock Return Dynamics Over Intra-day Trading and Nontrading Periods in the London Stock Market

Stock Return Dynamics Over Intra-day Trading and Nontrading Periods in the London Stock Market
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Total Pages : 42
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ISBN-10 : IND:30000106667318
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Book Synopsis Stock Return Dynamics Over Intra-day Trading and Nontrading Periods in the London Stock Market by : Ronald W. Masulis

Download or read book Stock Return Dynamics Over Intra-day Trading and Nontrading Periods in the London Stock Market written by Ronald W. Masulis and published by . This book was released on 1992 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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This paper uses transactions data from the London Stock Exchange to characterize the intraday pattern of security prices and trading volume for securities tradi