The informativeness of trades and quotes in the FTSE 100 index futures market
Year of publication: |
2015
|
---|---|
Authors: | Frijns, Bart ; Tse, Yiuman |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 2, p. 105-126
|
Subject: | tick time model | Index-Futures | Index futures | Spekulation | Speculation | Informationsverhalten | Information behaviour | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Großbritannien | United Kingdom | 2001-2011 |
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