Intraday price discovery in Indian stock index futures market : new evidence from neural network approach
Year of publication: |
2017
|
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Authors: | Kumar, Saurabh ; Inani, Sarveshwar Kumar |
Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 6.2017, 1, p. 12-29
|
Subject: | price discovery | futures market | intraday data | India | market microstructure | neural network | Indien | Index-Futures | Index futures | Neuronale Netze | Neural networks | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure |
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