The difference in the intraday return-volume relationships of spot and futures: a quantile regression approach
Lee, Jaeram; Lee, Geul; Ryu, Doojin
- 期刊名称Economics: The Open-Access, Open-Assessment E-Journal
- 作者Lee, Jaeram; Lee, Geul; Ryu, Doojin
- 电子ISSN1864-6042
- 文件大小607.20KB
- 发表时间2019
- DOI10.5018/economics-ejournal.ja.2019-26