Intraday price reversals in the US stock index futures market: A 15-year study

✍ Scribed by James L. Grant; Avner Wolf; Susana Yu

• Book ID: 116614471
• Publisher: Elsevier Science
• Year: 2005
• Tongue: English
• Weight: 316 KB
• Volume: 29
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2004.04.006