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Intraday and intraweek volatility patterns of Hang Seng Index and index futures, and a test of the wait-to-trade hypothesis

✍ Scribed by Gordon Y.N Tang; David T.W Lui

Book ID: 117627879
Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 278 KB
Volume: 10
Category: Article
ISSN: 0927-538X
DOI: 10.1016/s0927-538x(02)00069-0

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