NON-TRADING, MARKET MAKING, AND ESTIMATES OF STOCK-PRICE VOLATILITY

• 成果类型: Article
• 署名作者: MARSH, TA; ROSENFELD, ER
• 署名单位: Stanford University
• 刊物名称: JOURNAL OF FINANCIAL ECONOMICS
• ISSN/ISSBN: 0304-405X
• DOI: 10.1016/0304-405X(86)90026-7
• 发表日期: 1986
• 页码: 359-372