The price discovery of day trading activities in futures market
Year of publication: |
2014
|
---|---|
Authors: | Chen, Ming-Hsien ; Tai, Vivian W. |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 17.2014, 2, p. 217-239
|
Subject: | Day trading volume | Price discovery | Unexpected shocks | Stock index futures | Index-Futures | Index futures | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Spekulation | Speculation | Wertpapierhandel | Securities trading | Schock | Shock | Derivat | Derivative |
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