The impact of trades by traders on asymmetric volatility for Nasdaq-100 index futures
Jullavut Kittiakarasakun; Yiuman Tse; George H. K. Wang
| Year of publication: |
2012
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|---|---|
| Authors: | Kittiakarasakun, Jullavut ; Tse, Yiuman ; Wang, George H. K. |
| Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 38.2012, 8, p. 752-767
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| Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Insiderhandel | Insider trading | Asymmetrische Information | Asymmetric information | Volatilität | Volatility | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009568698