Order imbalances explain 90% of returns of Nikkei 225 futures
Meng Li, Misao Endo, Shiwei Zuo and Kazuo Kishimoto
| Year of publication: |
2010
|
|---|---|
| Authors: | Li, Meng ; Endo, Misao ; Zuo, Shiwei ; Kishimoto, Kazuo |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 17.2010, 13/15, p. 1241-1245
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| Subject: | Derivat | Derivative | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Schätzung | Estimation | Japan | 2001-2005 |
| Extent: | graph. Darst. |
|---|---|
| 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/10008938327