Futures trading costs and market microstructure invariance : identifying bet activity
Ai Jun Hou, Lars L. Nordén, Caihong Xu
| Year of publication: |
2024
|
|---|---|
| Authors: | Hou, Ai Jun ; Nordén, Lars L. ; Xu, Caihong |
| Subject: | bet volatility | bet volume | market microstructure invariance | transactions costs | Marktmikrostruktur | Market microstructure | Transaktionskosten | Transaction costs | Volatilität | Volatility | Glücksspiel | Gambling | Handelsvolumen der Börse | Trading volume | Theorie | Theory | Börsenhandel | Stock exchange trading | Geld-Brief-Spanne | Bid-ask spread |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22496 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014536704