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~subject:"Volatility"
~subject:"Wertpapierhandel"
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Volatility
Wertpapierhandel
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Hill, Amelia
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Journal of banking & finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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Intraday futures market behaviour around major scheduled macroeconomic announcements : Australian evidence
Frino, Alex
;
Hill, Amelia
- In:
Journal of banking & finance
25
(
2001
)
7
,
pp. 1319-1337
Persistent link: https://www.econbiz.de/10001586896
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2
An empirical analysis of price and time priority and pro rata trade execution algorithms in screen-traded markets
Frino, Alex
;
Hill, Amelia
;
Jarnecic, Elvis
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 41-48
Persistent link: https://www.econbiz.de/10001500038
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