Intraday price reversals in the US stock index futures market: A 15-year study
| Year of publication: |
2005
|
|---|---|
| Authors: | Grant, James L. ; Wolf, Avner ; Yu, Susana |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 29.2005, 5, p. 1311-1327
|
| Publisher: |
Elsevier |