Intraday jumps and trading volume: a nonlinear Tobit specification Academic Article

authors

publication date

September 8, 2015

published in

Review of Quantitative Finance and Accounting Journal

Digital Object Identifier (DOI)

https://doi.org/10.1007/s11156-015-0534-0

has global citation frequency

https://vivo.tib.eu/demo/individual/gcf_W2180160518 Global Citation Count

start page

1167

end page

1186

volume

47

issue

4