Intraday serial correlation and the predictability of returns in the US treasury note futures market
Patrick Cusatis; Mukund Kulkarni ; Martin Thomas
| Year of publication: |
2009
|
|---|---|
| Authors: | Cusatis, Patrick James ; Kulkarni, Mukund S. ; Thomas, Martin |
| Published in: |
Banking and finance review. - [Erscheinungsort nicht ermittelbar] : lulu.com], ISSN 1947-7945, ZDB-ID 2557090-0. - Vol. 1.2009, 1, p. 35-50
|
| Subject: | Staatspapier | Government securities | Derivat | Derivative | Zweitlisting | Dual listing | Anlageverhalten | Behavioural finance | Marktmikrostruktur | Market microstructure | USA | United States | 2000-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008936749