Daily return volatility, bid‐ask spreads, and information flow: Analyzing the information content of volume
J Li, C Wu - The Journal of Business, 2006 - JSTOR
This paper examines the relationship among daily information flow, return volatility, and bid‐
ask spreads based on the framework of the mixture of distribution hypothesis (MDH). The …
ask spreads based on the framework of the mixture of distribution hypothesis (MDH). The …
Daily Return Volatility, Bid-Ask Spreads, and Information Flow: Analyzing the Information Content of Volume
J Li, C Wu - Journal of Business, 2006 - papers.ssrn.com
This paper examines the relationship among daily information flow, return volatility, and bid-
ask spreads based on the framework of the mixture of distribution hypothesis (MDH). The …
ask spreads based on the framework of the mixture of distribution hypothesis (MDH). The …
Daily Return Volatility, Bid-Ask Spreads, and Information Flow: Analyzing the Information Content of Volume.
J Li, C Wu - Journal of Business, 2006 - search.ebscohost.com
This paper examines the relationship among daily information flow, return volatility, and bid-
ask spreads based on the framework of the mixture of distribution hypothesis (MDH). The …
ask spreads based on the framework of the mixture of distribution hypothesis (MDH). The …
Daily Return Volatility, Bid-Ask Spreads and Information Flow: Analyzing the Information Content of Volume
C WU, J Li - Journal of Business, 2006 - ink.library.smu.edu.sg
This paper examines the relationship among daily information flow, return volatility, and bid-
ask spreads based on the framework of the mixture of distribution hypothesis (MDH). The …
ask spreads based on the framework of the mixture of distribution hypothesis (MDH). The …
Daily Return Volatility, Bid-Ask Spreads, and Information Flow: Analyzing the Information Content of Volume
J Li, C Wu - The Journal of Business, 2006 - ideas.repec.org
This paper examines the relationship among daily information flow, return volatility, and bid-
ask spreads based on the framework of the mixture of distribution hypothesis (MDH). The …
ask spreads based on the framework of the mixture of distribution hypothesis (MDH). The …
Daily Return Volatility, Bid-Ask Spreads, and Information Flow: Analyzing the Information Content of Volume
J Li, C Wu - The Journal of Business, 2006 - econpapers.repec.org
This paper examines the relationship among daily information flow, return volatility, and bid-
ask spreads based on the framework of the mixture of distribution hypothesis (MDH). The …
ask spreads based on the framework of the mixture of distribution hypothesis (MDH). The …