haku: @author Harris, L. / yhteensä: 17
viitteet: 8-17 / 17
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8.
Program trading and intraday volatility
Review of Financial Studies
1994 : WINTER, VOL. 7:4, p. 653-686
 1994 Harris, L.
Sofianos, G.
Shapiro, J.
9.
Estimation of stock price variances and serial covariances from discrete observations
Journal of Financial and Quantitative Analysis
1990 : SEP, VOL. 25:3, p. 291-306
 1990 Harris, L.
10.
Statistical properties of the Roll serial covariance bid/ask spread estimation (!Variance estimator))
Journal of Finance
1990 : JUN, VOL. 45:2, p. 579-590
 1990 Harris, L.
11.
S & P 500 cash stock price volatilities
Journal of Finance
1989 : DEC, VOL. 44:5, p. 1155-1175
 1989 Harris, L.
12.
S&P 500 cash stock price volatilities (!VOLATILITY)
Journal of Finance
1989 : DEC, VOL.44:5, p. 1155-1175
 1989 Harris, L.
13.
A day-end transaction price anomaly.
Journal of Financial and Quantitative Analysis
1989 : MAR, VOL. 24:1, p. 29-45
 1989 Harris, L.
14.
Transaction data tests of the mixture of distributions hypothesis.
Journal of Financial and Quantitative Analysis
1987 : JUN, VOL. 22:2, p. 127-141
 1987 Harris, L.
15.
Price of volume effects associated with changes in the S&P 500 list : new evidence for the existence of price pressures.
Journal of Finance
1986 : SEP, VOL. 41:4, p. 815-829
 1986 Harris, L.
Gurel, E.
16.
A transaction data study of weekly and intradaily patterns in stock returns.
Journal of Financial Economics
1986 : MAY, VOL. 16:1, p. 99-117
 1986 Harris, L.
17.
Cross-security tests of the mixture of distributions hypothesis.
Journal of Financial and Quantitative Analysis
1986 : MAR, VOL. 21:1, p. 39-46
 1986 Harris, L.
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