Futures trading activity and stock price volatility : some extensions
Year of publication: |
2003
|
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Authors: | Chatrath, Arjun ; Song, Frank M. ; Adrangi, Bahram |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 13.2003, 9, p. 655-664
|
Subject: | Derivat | Derivative | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | USA | United States |
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