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~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"nor"
~person:"Fletcher, Jonathan"
~person:"Gil-Alaña, Luis A."
~person:"Kang, Sang Hoon"
~person:"McMillan, David G."
~person:"Roubaud, David"
~person:"Tiwari, Aviral Kumar"
~person:"Ur Rehman, Mobeen"
~person:"Wen, Fenghua"
~person:"Zhang, Wei"
~person:"Zhang, Yaojie"
~subject:"Cryptocurrency"
~subject:"Kapitaleinkommen"
~subject:"Oil price"
~subject:"Risiko"
~subject:"Risk management"
~subject:"USA"
~subject:"Virtual currency"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Fletcher, Jonathan
Gil-Alaña, Luis A.
Kang, Sang Hoon
McMillan, David G.
Roubaud, David
Tiwari, Aviral Kumar
Ur Rehman, Mobeen
Wen, Fenghua
Zhang, Wei
Zhang, Yaojie
Gupta, Rangan
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Bouri, Elie
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Xuan Vinh Vo
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The intraday relationship between volume and volatility in LIFFE futures markets
Ap Gwilym, Owain
;
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 593-604
Persistent link: https://www.econbiz.de/10001525288
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