Large trades and intraday futures price behavior
| Year of publication: |
2008
|
|---|---|
| Authors: | Frino, Alex ; Bjursell, Johan ; Wang, George H.K. ; Lepone, Andrew |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 28.2008, 12, p. 1147-1181
|