Macroeconomic news surprises, volume and volatility...

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Applied Economics 2019 / 07

Macroeconomic news surprises, volume and volatility relationship in index futures market

Banerjee, Ameet Kumar, Pradhan, H. K., Tripathy, Trilochan, Kanagaraj, A.
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Language:
english
Journal:
Applied Economics
DOI:
10.1080/00036846.2019.1645277
Date:
July, 2019
File:
PDF, 1.65 MB
english, 2019
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