مرکز منطقه ای اطلاع رساني علوم و فناوري - Stock market closure and\Intraday stock\Index futures market volatility: “contagion”, bid

Title of article :

Stock market closure and\Intraday stock\Index futures market volatility: “contagion”, bid–ask bias or both?

Author/Authors :

Kingsley Fong، نويسنده , , Alex Frino، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

219

To page :

232

Keywords :

Market microstructure , Stock\Index futures , Bid–ask bias , Hong Kong , Volatility

Journal title :

Pacific-Basin Finance Journal

Serial Year :

2001

Journal title :

Pacific-Basin Finance Journal

Record number :

249298

Link To Document :