Market microstructure effects on volatility at the TAIFEX
| Year of publication: |
2007
|
|---|---|
| Authors: | Webb, Robert I. ; Muthuswamy, Jayaram ; Segara, Reuben |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 27.2007, 12, p. 1219
|