Trading activity, program trading, and the volatility of stock returns
James Moser
No 92-16, Working Paper Series, Issues in Financial Regulation from Federal Reserve Bank of Chicago
Keywords: Stock; -; Prices (search for similar items in EconPapers)
Date: 1992
References: Add references at CitEc
Citations:
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
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:fip:fedhfi:92-16
Ordering information: This working paper can be ordered from
Access Statistics for this paper
More papers in Working Paper Series, Issues in Financial Regulation from Federal Reserve Bank of Chicago Contact information at EDIRC.
Bibliographic data for series maintained by Lauren Wiese ().