A Study of Intraday Price-volume Relationships on the German Stock Index Futures Market

A Study of Intraday Price-volume Relationships on the German Stock Index Futures Market
Author :
Publisher :
Total Pages : 290
Release :
ISBN-10 : OCLC:37569443
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis A Study of Intraday Price-volume Relationships on the German Stock Index Futures Market by : Dong-chun Lim

Download or read book A Study of Intraday Price-volume Relationships on the German Stock Index Futures Market written by Dong-chun Lim and published by . This book was released on 1996 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt:


A Study of Intraday Price-volume Relationships on the German Stock Index Futures Market Related Books

A Study of Intraday Price-volume Relationships on the German Stock Index Futures Market
Language: en
Pages: 290
Authors: Dong-chun Lim
Categories: Stock exchanges
Type: BOOK - Published: 1996 - Publisher:

DOWNLOAD EBOOK

Intraday Lead-Lag Relationship Between Stock Index and Stock Index Futures Markets
Language: en
Pages: 18
Authors: Ersan Ersoy
Categories:
Type: BOOK - Published: 2016 - Publisher:

DOWNLOAD EBOOK

In perfectly frictionless and rational markets, spot markets and futures markets should simultaneously reflect new information. However, due to market imperfect
The Difference in the Intraday Return-volume Relationships of Spot and Futures
Language: en
Pages:
Authors: Jaeram Lee
Categories:
Type: BOOK - Published: 2019 - Publisher:

DOWNLOAD EBOOK

This study illuminates the difference in the intraday return-volume relationships of spot and index futures. The quantile regression analyses show that the wide
Intraday Price Reversals in the Us Stock Index Futures Market
Language: en
Pages:
Authors: James L. Grant
Categories:
Type: BOOK - Published: 2005 - Publisher:

DOWNLOAD EBOOK

This paper gives a long-term assessment in intraday prices reversal in the US stock index futures market following large price changes at the market open, We fi
Intraday Return and Volatility Relationships Between the IBEX 35 Stock Index and Stocks Index Futures Markets
Language: en
Pages: 21
Authors: Juan Angel Lafuente Luengo
Categories:
Type: BOOK - Published: 2000 - Publisher:

DOWNLOAD EBOOK