## Abstract The paper conducts a regression analysis utilizing both futures and cash market prices and net orderflow to determine where price discovery takes place as well as the forces at play that influence the location. Specifically, given the strong theoretical linkage between the U.S. Treasury
โฆ LIBER โฆ
The price discovery of day trading activities in futures market
โ Scribed by Chen, Ming-Hsien; Tai, Vivian W.
- Book ID
- 121542683
- Publisher
- Springer US
- Year
- 2014
- Tongue
- English
- Weight
- 267 KB
- Volume
- 17
- Category
- Article
- ISSN
- 1380-6645
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