Periodic market closure and trading volumeWilliam A. Brock, Allan W. Kleidon1992-07-01articleJournal of Economic Dynamics and Control426 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesStochastic processes and financial applicationsEconomic theories and modelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 426 citations exist upstream.References1985Continuous Auctions and Insider Trading1985A Theory of the Term Structure of Interest Rates1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders1971Optimum consumption and portfolio rules in a continuous-time model1988A Theory of Intraday Patterns: Volume and Price Variability1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market1985An Intertemporal General Equilibrium Model of Asset Prices1980Stock returns and the weekend effectCited by1997High frequency data in financial markets: Issues and applications2003Price Discovery and Trading After Hours1993Trading Patterns and Prices in the Interbank Foreign Exchange Market1994Public Information Arrival1998Real and Spurious Long-Memory Properties of Stock-Market Data1999Price discovery and volatility spillovers in the DJIA index and futures markets1998Is There Private Information in the FX Market? The Tokyo Experiment1999Limit orders and the bid–ask spread