Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets
Huimin Chung; Her-Jiun Sheu; Shufang Hsu
| Year of publication: |
2010
|
|---|---|
| Authors: | Chung, Huimin ; Sheu, Her-jiun ; Hsu, Shufang |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 19.2010, 4, p. 742-754
|
| Subject: | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Volatilität | Volatility | Noise Trading | Noise trading | Elektronisches Handelssystem | Electronic trading | USA | United States | 2002-2005 |
| 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/10009006975