Are intraday volume and volatility u-shaped after accounting for public information?
Year of publication: |
2010
|
---|---|
Authors: | Eaves, James ; Williams, Jeffrey |
Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 92.2010, 1, p. 212-227
|
Subject: | Getreidehandel | Grain trade | Handelsvolumen der Börse | Trading volume | Korrelation | Correlation | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Japan | 2003-2006 |
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