Market trader heterogeneity and high frequency volatility...

Applied Financial Economics Letters 2006 / 03 Vol. 2; Iss. 2

Market trader heterogeneity and high frequency volatility dynamics: further evidence from intra-day FTSE-100 futures data

McMillan, David G., Speight, Alan E. H.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
2
Language:
english
Journal:
Applied Financial Economics Letters
DOI:
10.1080/17446540500426722
Date:
March, 2006
File:
PDF, 210 KB
english, 2006
Conversion to is in progress
Conversion to is failed