On the Effects of Private Information on Volatility
Year of publication: |
2012-02-20
|
---|---|
Authors: | Opschoor, Anne ; Wel, Michel van der ; Dijk, Dick van ; Taylor, Nick |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Information | order flow | macroeconomic announcements | Treasury futures |
-
Order flow and volatility: An empirical investigation
Opschoor, Anne, (2014)
-
On the Effects of Private Information on Volatility
Opschoor, Anne, (2011)
-
On the Effects of Private Information on Volatility
Opschoor, Anne, (2011)
- More ...
-
On the Effects of Private Information on Volatility
Opschoor, Anne, (2011)
-
Order flow and volatility : an empirical investigation
Opschoor, Anne, (2014)
-
On the effects of private information on volatility
Opschoor, Anne, (2011)
- More ...