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

Erin H. Kao
, Hung-Gay Fung

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

Access to Document

10.1016/j.iref.2011.06.003License: Unspecified

Cite this

@article{707ecbb581734336ba85ed62127c1a35,

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...",

year = "2012",

month = jan,

day = "1",

doi = "10.1016/j.iref.2011.06.003",

language = "American English",

volume = "21",

journal = "International Review of Economics \& Finance",

}

TY - JOUR

T1 - Intraday Trading Activities and Volatility in Round-The-Clock Futures Markets

AU - Kao, Erin H.

AU - Fung, Hung-Gay

N1 - 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...

PY - 2012/1/1

Y1 - 2012/1/1

UR - https://www.sciencedirect.com/science/article/pii/S1059056011000797#!

U2 - 10.1016/j.iref.2011.06.003

DO - 10.1016/j.iref.2011.06.003

M3 - Article

VL - 21

JO - International Review of Economics & Finance

JF - International Review of Economics & Finance

ER -

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

Disciplines

Access to Document

Other files and links

Cite this