Intraday momentum in Chinese commodity futures markets
Year of publication: |
2020
|
---|---|
Authors: | Zhang, Wei ; Wang, Pengfei ; Li, Yi |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 54.2020, p. 1-17
|
Subject: | Commodity futures | High frequency trading | Intraday momentum | Rohstoffderivat | Commodity derivative | China | Volatilität | Volatility | Warenbörse | Commodity exchange | Elektronisches Handelssystem | Electronic trading | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading | Welt | World |
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