The impacts of individual day trading strategies on market liquidity and volatility : evidence from the Taiwan index futures market
Year of publication: |
2015
|
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Authors: | Chou, Robin K. ; Wang, George H. K. ; Wang, Yun-Yi |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 5, p. 399-425
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Subject: | Index-Futures | Index futures | Marktliquidität | Market liquidity | Börsenkurs | Share price | Volatilität | Volatility | Spekulation | Speculation | Kalendereffekt | Calendar effect | Taiwan |
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