Responses to market information and the impact on price volatility and trading volume : the case of Class III milk futures
Year of publication: |
March 2016
|
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Authors: | Du, Xiaodong ; Dong, Fengxia |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 50.2016, 2, p. 661-678
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Subject: | Bayesian methods | Classified pricing | Microstructure model | Stochastic volatility | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure |
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