Considering all microstructure effects : the extension of a trade indicator model
Doojin Ryu
| Year of publication: |
September 2016
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|---|---|
| Authors: | Ryu, Doojin |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 146.2016, p. 107-110
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| Subject: | Market microstructure | Trade indicator model | Futures market | Theorie | Theory | Marktmikrostruktur | Wirtschaftsindikator | Economic indicator | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.07.025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011619145