The volatility of asset returns during trading and nontrading hours: some evidence from the foreign exchange markets
- 30 September 1990
- journal article
- Published by Elsevier in Journal of International Money and Finance
- Vol. 9 (3) , 335-343
- https://doi.org/10.1016/0261-5606(90)90014-q
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Stock return variancesJournal of Financial Economics, 1986
- Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?Journal of Political Economy, 1986