Intraday trading by floor traders and customers in futures markets : whose trades drive the volatility-volume relation?
Year of publication: |
2007
|
---|---|
Authors: | Chen, Haiwei |
Published in: |
Quarterly journal of business and economics : QJBE. - Lincoln, Neb. : College of Business Administration, ISSN 0747-5535, ZDB-ID 859563-X. - Vol. 46.2007, 4, p. 45-61
|
Subject: | Futures | Volatilität | Volatility | Insiderhandel | Insider trading | VAR-Modell | VAR model | Theorie | Theory |
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