Intraday systematic patterns, lead-lag relationships, and pricing efficieny : evidence from the Kuala Lumpur composite index futures
Year of publication: |
2004
|
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Authors: | Fauzias Mat Nor ; Choo, Tea Lee |
Published in: |
Regional financial markets : issues and policies. - Westport, Conn. [u.a.] : Praeger, ISBN 1-56720-573-9. - 2004, p. 182-221
|
Subject: | Index-Futures | Index futures | Kapitaleinkommen | Capital income | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Transaktionskosten | Transaction costs | Malaysia |
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