Work

Stock market microstructure and return volatility

Year: 1990

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/0378-4266(90)90057-9

Authors: Yakov Amihud, Haim Mendelson, Maurizio Murgia

Institutions: Tel Aviv University, New York University, Stanford University, University of Pavia

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1535072088

FWCI: 4.579

Cites: 14

Cited by: 97

Related to: 10