Michael J. Barclay - Researcher Profile

Publications

1 shown

Private Information, Trading Volume, and Stock-Return Variances

Michael J. Barclay , Robert H. Litzenberger , Jerold B. Warner

New evidence is provided on the determinants of stock-return variances. First, when the Tokyo Stock Exchange is open on Saturday, the weekend variance increases; weekly variance...

1990 Review of Financial Studies 353 citations

Frequent Co-Authors

Robert H. Litzenberger

University of Pennsylvania

Jerold B. Warner

University of Rochester

Researcher Info

h-index: 1
Publications: 1
Citations: 353
Institution: University of Rochester

External Links

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Impact Metrics

h-index 1

h-index: Number of publications with at least h citations each.