Intraday momentum in Chinese commodity futures markets
Wei Zhang, Pengfei Wang, Yi Li
| Year of publication: |
2020
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|---|---|
| Authors: | Zhang, Wei ; Wang, Pengfei ; Li, Yi |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 54.2020, p. 1-17
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| Subject: | Commodity futures | High frequency trading | Intraday momentum | Rohstoffderivat | Commodity derivative | China | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2020.101278 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012581368