Do investors choose trade-size according to liquidity, empirical evidence from the S&P 500 index future market
Year of publication: |
2019
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Authors: | Wu, Liang ; Yan, Xin ; Fu, Zhiming ; Zhang, Rui |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 28.2019, p. 275-280
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Subject: | Depth | Liquidity | Resilience | Trade size | Index-Futures | Index futures | Liquidität | Schätzung | Estimation | Anlageverhalten | Behavioural finance | Handelsvolumen der Börse | Trading volume | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity |
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