The impact of universal stock futures on feedback trading and volatility dynamics
Frankie Chau, Phil Holmes and Krishina Paudyal
| Year of publication: |
2008
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|---|---|
| Authors: | Chau, Frankie ; Holmes, Philip ; Paudyal, Krishina |
| Published in: |
Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 35.2008, 1/2, p. 227-249
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| Subject: | Futures | Volatilität | Volatility |
| 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/10003694556