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A Bayesian analysis of stock return volatility and trading volume
1998
Applied Financial Economics
A theory of Intraday patterns: volume and price variability, Review of Financial Studies, 1, 3Ð 40. Admati, A. (1989) Divide and conquer: a theory of intraday and day-of-the-week mean e ects, Review of Financial Studies, 2,
doi:10.1080/096031098332718
fatcat:dgj7dzxta5edphoxtcqe3khsrq