Intraday Trading Activities and Volatility in Round-The-Clock Futures Markets

Erin H. Kao; Hung-Gay Fung

doi:10.1016/j.iref.2011.06.003

Intraday Trading Activities and Volatility in Round-The-Clock Futures Markets

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	International Review of Economics & Finance
Volume	21
DOIs	https://doi.org/10.1016/j.iref.2011.06.003
State	Published - Jan 1 2012

Disciplines

Economics
Finance

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title = "Intraday Trading Activities and Volatility in Round-The-Clock Futures Markets",

author = "Kao, {Erin H.} and Hung-Gay Fung",

note = "In this paper we examine the relationship between intraday return volatility and volume of trading for Japanese yen futures, euro FX futures, and E-mi...",

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JO - International Review of Economics & Finance

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Intraday Trading Activities and Volatility in Round-The-Clock Futures Markets

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