Cash trading and index futures price volatility
Year of publication: |
2011
|
---|---|
Authors: | Li, Jinliang |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 5, p. 465-486
|
Subject: | Index-Futures | Index futures | Volatilität | Volatility | Marktliquidität | Market liquidity | Handelsvolumen der Börse | Trading volume | Noise Trading | Noise trading | USA | United States | 1980-2005 |
-
Cash Trading and Index Futures Price Volatility
Li, Jinliang, (2013)
-
Noise, equity prices, and hedging : a new approach
Bertus, Mark, (2008)
-
Chung, Huimin, (2010)
- More ...
-
Intradaily periodicity and volatility spillovers between international stock index futures markets
Wu, Chunchi, (2005)
-
Cash trading and index futures price volatility
Li, Jinliang, (2011)
-
Determinants and information of REIT pricing
Li, Jinliang, (2011)
- More ...