๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Which trades move prices in emerging markets?: Evidence from China's stock market

โœ Scribed by Bill M. Cai; Charlie X. Cai; Kevin Keasey

Book ID
116816808
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
149 KB
Volume
14
Category
Article
ISSN
0927-538X

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๐Ÿ“œ SIMILAR VOLUMES

Trading activity in stock index futures
Trading activity in stock index futures markets: The evidence of emerging markets
โœ Yu Chuan Huang ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 160 KB

## Abstract This study investigates the trading activity of the Taiwan Futures Exchange (TAIFEX) and Singapore Exchange Derivatives Trading Limited (SGXโ€DT) Taiwan Stock Index Futures markets by analyzing the intraday patterns of volume and volatility. In addition, the market closure theory, which