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

@article{de80324ffb624a81b7e932b18600eee4,

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

author = "An-Sing Chen and Hung-Gay Fung and Kao, \{Erin H. C.\}",

year = "2008",

month = dec,

day = "1",

doi = "10.1016/J.MATCOM.2008.01.045",

language = "American English",

volume = "79",

journal = "Mathematics and Computers in Simulation",

}

TY - JOUR

T1 - The dynamic relations among return volatility, trading imbalance, and trading volume in futures markets

AU - Chen, An-Sing

AU - Fung, Hung-Gay

AU - Kao, Erin H. C.

PY - 2008/12/1

Y1 - 2008/12/1

UR - https://isiarticles.com/bundles/Article/pre/pdf/15881.pdf

U2 - 10.1016/J.MATCOM.2008.01.045

DO - 10.1016/J.MATCOM.2008.01.045

M3 - Article

VL - 79

JO - Mathematics and Computers in Simulation

JF - Mathematics and Computers in Simulation

ER -