伦敦证券交易所隔夜与日间股票收益动态:“大爆炸”与1987年股市崩盘的影响
Overnight and Daytime Stock-Return Dynamics on the London Stock Exchange: The Impacts of "Big Bang" and the 1987 Stock-Market Crash
Journal of Business & Economic Statistics · 1995
被引 13
人大 AABS 4
- Ronald W. Masulis
- Victor Ng
金融经济学股票市场市场微观结构事件研究