مرکز منطقه ای اطلاع رساني علوم و فناوري - Intraday and\Intraweek volatility patterns of Hang Seng\Index and\Index futures, and a test of the wait-to-trade hypothesis

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 :

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 :