The impacts of large trades by trader types on intraday futures prices : evidence from the Taiwan futures exchange
Robin K. Chou; George H. K. Wang; Yun-Yi Wang; Johan Bjursell
| Year of publication: |
2011
|
|---|---|
| Authors: | Chou, Robin K. ; Wang, George H. K. ; Wang, Yun-Yi ; Bjursell, Johan |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 19.2011, 1, p. 41-70
|
| Subject: | Taiwan | Derivat | Derivative | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Terminbörse | Futures exchange | Index-Futures | Index futures | Anlageverhalten | Behavioural finance | Handelsvolumen der Börse | Trading volume |
| 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/10009271751