Work

Hourly Returns, Volume, Trade Size, and Number of Trades

Year: 1991

Type: article

Source: The Journal of Financial Research

DOI: 10.1111/j.1475-6803.1991.tb00668.x

Authors: Thomas H. McInish, Robert A. Wood

Institution: University of Memphis

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1997535349

FWCI: 1.78

Cites: 14

Cited by: 57

Related to: 10