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Volatility and trading activity following changes in the size of futures contracts
Bjursell, Johann
;
Frino, Alex
;
Tse, Yiuman
;
Wang, …
- In:
Journal of empirical finance
17
(
2010
)
5
,
pp. 967-980
Persistent link: https://www.econbiz.de/10009267230
Saved in:
2
Volatility and trading activity following changes in the size of futures contracts
Bjursell, Johan
;
Frino, Alex
;
Tse, Yiuman
;
Wang, George H.K.
- In:
Journal of empirical finance
17
(
2010
)
5
,
pp. 967-981
Persistent link: https://www.econbiz.de/10008717987
Saved in:
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