Return-volume dynamics in UK futures
Year of publication: |
2002
|
---|---|
Authors: | McMillan, David G. ; Speight, Alan E. H. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 12.2002, 10, p. 707-713
|
Subject: | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Derivat | Derivative | Großbritannien | United Kingdom |
-
Lien, Da-hsiang Donald, (2004)
-
The intraday relationship between volume and volatility in LIFFE futures markets
Ap Gwilym, Owain, (1999)
-
Streeter, Denise W., (2015)
- More ...
-
How useful is intraday data for evaluating daily value-at-risk? : evidence from three Euro rates
McMillan, David G., (2008)
-
Volatility dynamics and heterogeneous markets
McMillan, David G., (2006)
-
McMillan, David G., (2006)
- More ...