Order imbalance and the dynamics of index and futures prices
Joseph K. W. Fung; Philip L. H. Yu
| Year of publication: |
2007
|
|---|---|
| Authors: | Fung, Joseph K. W. ; Yu, Philip L. H. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 12, p. 1129-1157
|
| Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Arbitrage | Finanzkrise | Financial crisis | Hongkong | Hong Kong | 1996-1998 |
| 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/10003627158