Volatility and trading activity following changes in the size of futures contracts
| Year of publication: |
2010
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|---|---|
| Authors: | Bjursell, Johan ; Frino, Alex ; Tse, Yiuman ; Wang, George H.K. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 17.2010, 5, p. 967-981
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