Asymmetric information spillovers between trading volume and price changes in Malaysian futures market
You-How Go, Wee-Yeap Lau
| Year of publication: |
August 2014
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| Authors: | Go, You-How ; Lau, Wee-Yeap |
| Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4637, ZDB-ID 2897101-2. - Vol. 1.2014, 3, p. 5-16
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| Subject: | price changes-volume dynamics | causality-in-variance | cross-correlation function | asymmetric information arrival | Asymmetrische Information | Asymmetric information | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Theorie | Theory | Malaysia | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.13106/jafeb.2014.vol1.no3.5. [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011687815