A Bayesian analysis of stock return volatility and trading volume

Ronald Mahieu, Rob Bauer
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