Title of article
Intraday and\Intraweek volatility patterns of Hang Seng\Index and\Index futures, and a test of the wait-to-trade hypothesis
Author/Authors
Gordon Y. N. Tang، نويسنده , , David T. W. Lui، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
21
From page
475
To page
495
Keywords
Intraday , \Intraweek , Volatility patterns , Stock\Index futures , Wait-to-trade hypothesis
Journal title
Pacific-Basin Finance Journal
Serial Year
2002
Journal title
Pacific-Basin Finance Journal
Record number
249337
Link To Document