Impact of the price adjustment process and trading noise on return patterns of grain futures
| Year of publication: |
1992
|
|---|---|
| Authors: | Shi‐Miin Liu ; Thompson, Sarahelen ; Newbold, Paul |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 12.1992, 5, p. 575-585
|
| Publisher: |
John Wiley & Sons, Ltd. |