Order imbalance and the dynamics of index and futures prices
| Year of publication: |
2007
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|---|---|
| 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 395139x. - Vol. 27.2007, 12, p. 1129-1158
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