Futures trading activity and stock price volatility : some extensions
Year of publication: |
2003
|
---|---|
Authors: | Chatrath, Arjun ; Song, Frank M. ; Adrangi, Bahram |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 13.2003, 9, p. 655-664
|
Subject: | Derivat | Derivative | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | USA | United States |
-
Streeter, Denise W., (2015)
-
Trading volume, bid-ask spread, and price volatility in futures markets
Wang, George H. K., (2000)
-
Gurgul, Henryk, (2016)
- More ...
-
Petroleum spreads and the term structure of futures prices
Adrangi, Bahram, (2006)
-
Information and volatility in futures and spot markets : the case of Japanese Yen
Song, Frank M., (1997)
-
International interest rate mechanisms in bank lending and borrowing markets
Chatrath, Arjun, (1997)
- More ...