Duration, trading volume and the price impact of trades in an emerging futures market
Michael Bowe; Stuart Hyde; Lavern McFarlane
| Year of publication: |
2013
|
|---|---|
| Authors: | Bowe, Michael ; Hyde, Stuart ; McFarlane, Lavern |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 17.2013, p. 89-105
|
| Subject: | Duration | Autoregressive conditional volume | Autoregressive conditional duration | Liquidity | Marketmaker obligations | Handelsvolumen der Börse | Trading volume | Dauer | Börsenkurs | Share price | Theorie | Theory | Schätzung | Estimation | Marktmikrostruktur | Market microstructure | Statistische Bestandsanalyse | Duration analysis |
| 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/10010243112