The dynamic relations among return volatility, trading imbalance, and trading volume in futures markets

An-Sing Chen, Hung-Gay Fung, Erin H. C. Kao

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

Original language	American English
Journal	Mathematics and Computers in Simulation
Volume	79
DOIs	https://doi.org/10.1016/J.MATCOM.2008.01.045
State	Published - Dec 1 2008

Disciplines

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