Impact of trading activity variables on price volatility and noise (Record no. 127042)
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000 -LEADER | |
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fixed length control field | 00604nam a2200193Ia 4500 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 658.15224 |
Item number | N99 "THESIS" |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Saji G. |
245 ## - TITLE STATEMENT | |
Title | Impact of trading activity variables on price volatility and noise |
Remainder of title | Empirical investigations using high frequency data of nyse and nasdaq |
Statement of responsibility, etc. | by Saji G |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Place of publication, distribution, etc. | Bangalore |
Name of publisher, distributor, etc. | IISc. |
Date of publication, distribution, etc. | 1999 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | xvi, Sectional |
500 ## - GENERAL NOTE | |
General note | (IISc., Dept. of MS., Ph.D Thesis) |
690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
Topical term or geographic name as entry element | Price maintenance; NASDAQ (Computer network); Stock exchanges; Stocks - Prices |
919 ## - | |
-- | 132043 |
965 ## - | |
-- | Impact of trading activity variables on price volatility and noise: Empirical investigations using high frequency data of nyse and nasdaq Saji G. |
No items available.