STOCK RETURN VARIANCES - THE ARRIVAL OF INFORMATION AND THE REACTION OF TRADERS

• 成果类型: Article
• 署名作者: FRENCH, KR; ROLL, R
• 署名单位: University of California System; University of California Los Angeles
• 刊物名称: JOURNAL OF FINANCIAL ECONOMICS
• ISSN/ISSBN: 0304-405X
• DOI: 10.1016/0304-405X(86)90004-8
• 发表日期: 1986
• 页码: 5-26