Journal article
Intraday futures patterns and volume--volatility relationships: the German evidence
Publication Details
Authors: | Zwergel, B.; Heiden, S. |
Publication year: | 2014 |
Journal: | Review of Managerial Science |
Pages range : | 29-61 |
Volume number: | 8 |
Issue number: | 1 |
ISSN: | 1863-6683 |
DOI-Link der Erstveröffentlichung: |
URN / URL: |
Keywords
Economic impact of macroeconomic news, G12, Intraday patterns, Trading time regimes, Volume--volatility relationships