Modelling Regulatory Change V's Volume, of Trading Effects in HSIF and HSI Volatility
Year of publication: |
2009
|
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Authors: | Gannon, Gerard L. |
Other Persons: | Au-Yeung, Siu Pang Elvis (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Derivat | Derivative | Hongkong | Hong Kong | Index-Futures | Index futures | Strukturbruch | Structural break | Spillover-Effekt | Spillover effect |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Review of Pacific Basin Financial Markets and Policies, Vol. 11, Issue 1, pp. 47-59, 2008 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2008 erstellt Volltext nicht verfügbar |
Classification: | G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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