The impact of trades by traders on asymmetric volatility...

The impact of trades by traders on asymmetric volatility for Nasdaq‐100 index futures

Kittiakarasakun, Jullavut, Tse, Yiuman, Wang, George H.K.
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Volume:
38
Language:
english
Journal:
Managerial Finance
DOI:
10.1108/03074351211239388
Date:
June, 2012
File:
PDF, 203 KB
english, 2012
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