Title of article

Duration, volume and volatility impact of trades

Author/Authors

Simone Manganelli، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2005

Pages

23

From page

377

To page

399

Keywords

GARCH , Empirical marketmicrostructure , Autoregressive conditional duration , Ultra high frequencydata

Journal title

Journal of Financial Markets

Serial Year

2005

Journal title

Journal of Financial Markets

Record number

189479