Intraday and intraweek volatility patterns of Hang Seng Index and index futures, and a test of the wait-to-trade hypothesis
Gordon Y. N. Tang; David T. W. Lui
| Year of publication: |
2002
|
|---|---|
| Authors: | Tang, Gordon Y. N. ; Lui, David T. W. |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 10.2002, 4, p. 475-495
|
| Subject: | Index-Futures | Index futures | Volatilität | Volatility | Hongkong | Hong Kong |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001716102