Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market
Year of publication: |
2009
|
---|---|
Authors: | Shi, Weihua ; Eisenberg, Larry ; Lee, Cheng-few |
Published in: |
Review of Pacific Basin Financial Markets and Policies (RPBFMP). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6705. - Vol. 12.2009, 01, p. 63-85
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Intraday patterns | announcement effects | volatility persistence |
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