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Volatility, trade size, and order imbalance in China and Japan exchange traded funds
Martinez, Valeria; Tse, Yiuman; Kittiakarasakun, Jullavut - In: Journal of economics and finance 37 (2013) 2, pp. 293-307
Persistent link: https://www.econbiz.de/10009750350
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The impact of trades by traders on asymmetric volatility for Nasdaq-100 index futures
Kittiakarasakun, Jullavut; Tse, Yiuman; Wang, George H. K. - In: Managerial finance 38 (2012) 8, pp. 752-767
Persistent link: https://www.econbiz.de/10009568698