The dynamic relations among return volatility, trading imbalance, and trading volume in futures markets

An-Sing Chen, Hung-Gay Fung, Erin H. C. Kao. The dynamic relations among return volatility, trading imbalance, and trading volume in futures markets. Mathematics and Computers in Simulation, 79(3):429-436, 2008. [doi]

Authors

An-Sing Chen

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Hung-Gay Fung

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Erin H. C. Kao

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