Volatility, depth, and order composition : evidence from a pure limit order futures market
Year of publication: |
2009
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Authors: | Chen, Ho-chyuan ; Wu, Juping |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 45.2009, 5, p. 72-85
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Subject: | Volatilität | Volatility | Wertpapierhandel | Securities trading | Schätzung | Estimation | Derivat | Derivative | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure |
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