Trading-hour and day-of-the-week effects in grain futures returns
Year of publication: |
1994
|
---|---|
Authors: | Liu, Shi-Miin |
Other Persons: | France, Virginia G. (contributor) ; Thompson, Sarahelen Remington (contributor) |
Published in: |
Review of futures markets. - Chicago, Ill. : Board, ISSN 0898-011X, ZDB-ID 1013133-4. - Vol. 13.1994, 3, p. 861-896
|
Subject: | Getreide | Grain | Derivat | Derivative | Kapitaleinkommen | Capital income | USA | United States | Saisonale Schwankungen | Seasonal variations | 1985-1986 |
-
Measuring seasonalities in commodity markets and the half-month effect
Milonas, Nikolaos T., (1991)
-
Factors affecting agricultural futures price variance
Kenyon, David E., (1987)
-
Xiong, Tao, (2025)
- More ...
-
Impact of the price adjustment process and trading noise on return patterns of grain futures
Liu, Shi-Miin, (1992)
-
Liu, Shi-Miin, (1992)
-
Price changes from transaction to transaction : a measure of liquidity in futures markets
Thompson, Sarahelen Remington, (1984)
- More ...