Work

Large trades and intraday futures price behavior

Year: 2008

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.20366

Authors: Alex Frino, Johan Bjursell, George H. K. Wang, Andrew Lepone

Institutions: The University of Sydney, RoZetta Institute, George Mason University, Credit Suisse (Switzerland)

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2006958654

FWCI: 4.078

Cites: 34

Cited by: 20

Related to: 10