The difference in the intraday return-volume relationships of spot and futures: a quantile regression approach.

Published in:

Economics: The Open-Access, Open-Assessment E-Journal, 2019, v. 13, n. 26, p. 1, doi. 10.5018/economics-ejournal.ja.2019-26

By:

• Lee, Jaeram;
• Lee, Geul;
• Doojin Ryu

Publication type:

Article