Intraday futures patterns and volume-volatility relationships : the German evidence
Year of publication: |
2014
|
---|---|
Authors: | Zwergel, Bernhard ; Heiden, Sebastian |
Published in: |
Review of managerial science. - Berlin : Springer, ISSN 1863-6683, ZDB-ID 2296460-5. - Vol. 8.2014, 1, p. 29-61
|
Subject: | Volume-volatility relationships | Trading time regimes | Intraday patterns | Economic impact of macroeconomic news | Deutschland | Germany | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | Ankündigungseffekt | Announcement effect | Handelsvolumen der Börse | Trading volume | Zeit | Time |
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