Commonality in trading activity and futures-cash basis : evidence from the Taiwan futures and stock markets
Hsiu-Chuan Lee; Cheng-Yi Chien; Tzu-Hsiang Liao
| Year of publication: |
2012
|
|---|---|
| Authors: | Lee, Hsiu-chuan ; Chien, Cheng-yi ; Liao, Tzu-hsiang |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 10, p. 964-994
|
| Subject: | Taiwan | Handelsvolumen der Börse | Trading volume | Aktienmarkt | Stock market | Index-Futures | Index futures | Volatilität | Volatility | Börsenkurs | Share price |
| 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/10009612626