Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Kao, Erin H. & Fung, Hung-Gay, 2012. "Intraday trading activities and volatility in round-the-clock futures markets," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 195-209.
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More about this item
KeywordsE-mini futures Floor-traded futures Pricing efficiency Noise trader risk;
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