The informative role of trading volume in an expanding spot and futures market
S. Bhaumik, M. Karanasos, A. Kartsaklas
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Bhaumik, Sumon Kumar ; Karanasos, Menelaos ; Kartsaklas, A. |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 35.2016, p. 24-40
|
| Subject: | Derivatives trading | Emerging markets | Long-memory | Range-based volatility | Value of shares traded | Volatilität | Volatility | Derivat | Derivative | Handelsvolumen der Börse | Trading volume | Schwellenländer | Emerging economies | Theorie | Theory | Warenbörse | Commodity exchange | Hedging |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.mulfin.2016.03.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011719954