VPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets
Year of publication: |
2017
|
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Authors: | Bjursell, Johan |
Other Persons: | Wang, George H. K. (contributor) ; Zheng, Hui (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Welt | World | Insiderhandel | Insider trading |
Extent: | 1 Online-Ressource (49 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Futures Markets, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 20, 2017 erstellt |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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