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Order flows, investor sentiments and feedback trade in index futures market
Banerjee, Ameet Kumar; Pradhan, H. K. - In: Journal of quantitative economics 18 (2020) 4, pp. 767-782
Persistent link: https://www.econbiz.de/10012418879
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Macroeconomic news surprises, volume and volatility relationship in index futures market
Banerjee, Ameet Kumar; Pradhan, H. K.; Tripathy, Trilochan - In: Applied economics 52 (2020) 3, pp. 275-287
Persistent link: https://www.econbiz.de/10012197389