An examination of the NASDAQ 100 futures contract using ultra high frequency data
Fathi Abid; Lotfi Trabelsi
| Year of publication: |
2013
|
|---|---|
| Authors: | Abid, Fathi ; Trabelsi, Lotfi |
| Published in: |
Journal of business and finance. - Islamabad : eSci Journals Publishing, ISSN 2305-1825, ZDB-ID 2728133-4. - Vol. 1.2013, 1, p. 27-37
|
| Subject: | Index futures contracts | market microstructure | price impact | ultra-high frequency data | Autoregressive conditional duration | Marktmikrostruktur | Market microstructure | Index-Futures | Index futures | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010201753