Intraday trading by floor traders and customers in futures markets : whose trades drive the volatility-volume relation?
Haiwei Chen
| Year of publication: |
2007
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|---|---|
| Authors: | Chen, Haiwei |
| Published in: |
Quarterly journal of business and economics : QJBE. - Lincoln, Neb. : College of Business Administration, ISSN 0747-5535, ZDB-ID 859563-X. - Vol. 46.2007, 4, p. 45-61
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| Subject: | Futures | Volatilität | Volatility | Insiderhandel | Insider trading | VAR-Modell | VAR model | Theorie | Theory |
| 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/10003603320