Work

Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models

Year: 1993

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1993.tb04706.x

Authors: F. DOUGLAS FOSTER, S. VISWANATHAN

Institution: Duke University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2162932778

FWCI: 25.9

Cites: 30

Cited by: 634

Related to: 10