Before and after international cross-listing: an intraday examination of volume and volatility
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Volume (Year): 12 (2002)
Issue (Month): 2 (April)
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- Brock, William A. & Kleidon, Allan W., 1992. "Periodic market closure and trading volume : A model of intraday bids and asks," Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 451-489.
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