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A Theory of Intraday Patterns: Volume and Price Variability
Review of Financial Studies · 1988 · Vol. 1(1) · pp. 3–40
Anat R. Admati✉(Stanford University)Paul Pfleiderer(Stanford University)
Abstract
Journal Article A Theory of Intraday Patterns: Volume and Price Variability Get access Anat R. Admati, Anat R. Admati Stanford University Search for other works by this author on: Oxford Academic Google Scholar Paul Pfleiderer Paul Pfleiderer Stanford University Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 1, Issue 1, January 1988, Pages 3–40, https://doi.org/10.1093/rfs/1.1.3 Published: 03 April 2015
Financial Markets and Investment StrategiesHousing Market and EconomicsComplex Systems and Time Series AnalysisVolume (thermodynamics)Library scienceEconomicsComputer sciencePhysics
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References
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
Journal of Financial Economics · 1985 · 6,279 citations
Continuous Auctions and Insider Trading
Econometrica · 1985 · 9,862 citations
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
Econometrica · 1973 · 2,826 citations
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