Are intraday volume and volatility u-shaped after accounting for public information?
James Eaves and Jeffrey Williams
| Year of publication: |
2010
|
|---|---|
| Authors: | Eaves, James ; Williams, Jeffrey |
| Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 92.2010, 1, p. 212-227
|
| Subject: | Getreidehandel | Grain trade | Handelsvolumen der Börse | Trading volume | Korrelation | Correlation | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Japan | 2003-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008904341