• 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