Spectral Volume Models: Universal High-Frequency Periodicities in Intraday Trading Activities

Journal:
Management Science
Published:
DOI:
10.1287/mnsc.2024.06215
Affiliations:
2
Authors:
3
Go to article
Institutions Authors Share
Peking University (PKU), China
3.000000
 1.00
Interested in Banking, Finance and Investment?