Predicting future price volatility : empirical evidence from an emerging limit order market
Pawan Jain; Christine Jiang
| Year of publication: |
2014
|
|---|---|
| Authors: | Jain, Pawan ; Jiang, Christine X. |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 27.2014, p. 72-93
|
| Subject: | Limit order book | Volatility | Slope | Cost-to-trade | High frequency | Intra-day | Shanghai Stock Exchange | Extreme market condition | Volatilität | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Börsenhandel | Stock exchange trading | Shanghai | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Schätzung | Estimation | Marktmikrostruktur | Market microstructure |
| 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://ebvufind01.dmz1.zbw.eu/10010499715