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

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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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",

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

language = "American English",

volume = "79",

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AU - Chen, An-Sing

AU - Fung, Hung-Gay

AU - Kao, Erin H. C.

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DO - 10.1016/J.MATCOM.2008.01.045

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