Explaining intra–day and overnight price behavior

Yakov Amihud, Haim Mendelson

DOI: 10.3905/jpm.1990.409256

The Journal of Portfolio Management

Data up to Jan 2025

Published1990

Citations5

References4

Fields

Economics Monetary economics Econometrics

Total Citations Per Year

Abstract

References (4)

Market Behavior in a Clearing House

1982 • 195 citations

Asset Price Behavior in a Dealership Market

1982 • 87 citations

Market microstructure and price discovery on the Tokyo Stock Exchange

1989 • 46 citations

Explaining intra-day and overnight price behavior

1989 • 38 citations

Cited By (0)

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