## Abstract This study examines the behavior of futures prices around stock market close before and after changes to the batching period of the stock closing call. On July 1, 2002, the Taiwan Stock Exchange expanded the length of the batching period roughly 10โfold, from an average of 30 seconds to
โฆ LIBER โฆ
Price behavior in China's wheat futures market
โ Scribed by Wen DU; H.Holly WANG
- Book ID
- 116361891
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 300 KB
- Volume
- 15
- Category
- Article
- ISSN
- 1043-951X
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