Liquidity-Induced Dynamics in Futures Markets
Year of publication: |
2008-01-09
|
---|---|
Authors: | Fagan, Stephen ; Gencay, Ramazan |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Liquidity | Futures Markets | Return Predictability | Volatility | Trader Positions | Directional Realized Volatility | Hedgers | Speculators | Position Bounds |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Classification: | G14 - Information and Market Efficiency; Event Studies ; C53 - Forecasting and Other Model Applications ; G13 - Contingent Pricing; Futures Pricing ; G10 - General Financial Markets. General ; C1 - Econometric and Statistical Methods: General |
Source: |
-
Liquidity-Induced Dynamics in Futures Markets
Fagan, Stephen, (2008)
-
Liquidity-induced dynamics in futures markets
Fagan, Stephen, (2007)
-
Liquidity-Induced Dynamics in Futures Markets
Fagan, Stephen, (2008)
- More ...
-
Liquidity-Induced Dynamics in Futures Markets
Fagan, Stephen, (2008)
-
Liquidity-Induced Dynamics in Futures Markets
Fagan, Stephen, (2008)
-
Gencay, Ramazan, (2007)
- More ...