Return, trading volume, and market depth in currency futures markets
Ai-ru (Meg) Cheng and Yin-Wong Cheung
| Year of publication: |
2008
|
|---|---|
| Authors: | Cheng, Ai-ru Meg ; Cheung, Yin-Wong |
| Publisher: |
Hong Kong |
| Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Spillover-Effekt | Spillover effect | Währungsderivat | Currency derivative | Welt | World | 1990-2004 |
| Extent: | 21 S. graph. Darst. |
|---|---|
| Series: | HKIMR working paper. - Hong Kong, ZDB-ID 2457290-1. - Vol. 2008,20 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003797420