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Trade Activity, Program Trading, and the Volatility of Stock Returns, Working Paper 1992-16

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Federal Reserve Bank of Chicago. Research Department and Federal Reserve Bank of Chicago. "Trade Activity, Program Trading, and the Volatility of Stock Returns, Working Paper 1992-16" in Working Papers (Federal Reserve Bank of Chicago) (September 1992). https://fraser.stlouisfed.org/content/?item_id=575038&filepath=/files/docs/historical/frbchi/workingpapers/frbchi_workingpaper_1992-16.pdf, accessed on May 26, 2018.

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Federal Reserve Bank of St. Louis, One Federal Reserve Bank Plaza, St. Louis, MO 63102