Determinants and information content of intraday bid-ask spreads : evidence from Chinese commodity futures markets
Year of publication: |
June 2016
|
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Authors: | Liu, Qingfu ; Hua, Renhai ; An, Yunbi |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 38.2016, p. 135-148
|
Subject: | Bid-ask spreads | Trading volume | Volatility | Skewness | Kurtosis | Commodity futures | Geld-Brief-Spanne | Bid-ask spread | Rohstoffderivat | Commodity derivative | Handelsvolumen der Börse | Volatilität | China |
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