EconPapers    
Economics at your fingertips  
 

Lunch break and intraday volatility of stock returns: An hourly data analysis of Tokyo and New York stock markets

Takatoshi Ito () and Wen-Ling Lin

Economics Letters, 1992, vol. 39, issue 1, 85-90

Date: 1992
References: Add references at CitEc
Citations: View citations in EconPapers (15) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0165-1765(92)90106-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:39:y:1992:i:1:p:85-90

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

 
Page updated 2019-08-11
Handle: RePEc:eee:ecolet:v:39:y:1992:i:1:p:85-90