Time-aggregated information and stock price volatility
type: Item
instance of: scholarly article
title: Time-aggregated information and stock price volatility
zbMATH Open document ID: 1328.91288
DOI: 10.1016/0165-1765(86)90014-5
author: Shin-Ichi Fukuda
published in: Economics Letters
publication date: 2016-01-01T00:00:00Z
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6524962
MaRDI profile type: Publication
full work available at URL: 0165-1765(86)90014-5
OpenAlex ID: W2051516491
cites work: Q3916328
cites work: Note on the Correlation of First Differences of Averages in a Random Chain
description: scientific article; zbMATH DE number 6524962