Responses to market information and the impact on price volatility and trading volume : the case of Class III milk futures
Xiaodong Du, Fengxia Dong
| Year of publication: |
March 2016
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|---|---|
| Authors: | Du, Xiaodong ; Dong, Fengxia |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 50.2016, 2, p. 661-678
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| Subject: | Bayesian methods | Classified pricing | Microstructure model | Stochastic volatility | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Theorie | Theory | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-015-0933-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011455309