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EVIDENCE ON THE EFFECT OF INFORMATION AND NOISE TRADING ON INTRADAY GOLD FUTURES RETURNS
被引:6
作者
:
LAUTERBACH, B
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ILLINOIS,DEPT FINANCE,CHICAGO,IL 60680
UNIV ILLINOIS,DEPT FINANCE,CHICAGO,IL 60680
LAUTERBACH, B
[
1
]
MONROE, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ILLINOIS,DEPT FINANCE,CHICAGO,IL 60680
UNIV ILLINOIS,DEPT FINANCE,CHICAGO,IL 60680
MONROE, M
[
1
]
机构
:
[1]
UNIV ILLINOIS,DEPT FINANCE,CHICAGO,IL 60680
来源
:
JOURNAL OF FUTURES MARKETS
|
1989年
/ 9卷
/ 04期
关键词
:
D O I
:
10.1002/fut.3990090404
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:297 / 305
页数:9
相关论文
共 8 条
[1]
AMIHUD Y, 1987, J FINANC, V42, P533
[2]
NOISE
BLACK, F
论文数:
0
引用数:
0
h-index:
0
BLACK, F
[J].
JOURNAL OF FINANCE,
1986,
41
(03)
: 529
-
543
[3]
DELONG BJ, 1987, 218 CTR RES SEC PRIC
[4]
THE BEHAVIOR OF STOCK-MARKET PRICES
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
[J].
JOURNAL OF BUSINESS,
1965,
38
(01)
: 34
-
105
[5]
STOCK RETURN VARIANCES - THE ARRIVAL OF INFORMATION AND THE REACTION OF TRADERS
FRENCH, KR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
FRENCH, KR
ROLL, R
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
ROLL, R
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1986,
17
(01)
: 5
-
26
[6]
THE RELATION BETWEEN PRICE CHANGES AND TRADING VOLUME - A SURVEY
KARPOFF, JM
论文数:
0
引用数:
0
h-index:
0
KARPOFF, JM
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1987,
22
(01)
: 109
-
126
[7]
A THEORY OF COMMON-STOCK RETURNS OVER TRADING AND NON-TRADING PERIODS
OLDFIELD, GS
论文数:
0
引用数:
0
h-index:
0
机构:
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
OLDFIELD, GS
ROGALSKI, RJ
论文数:
0
引用数:
0
h-index:
0
机构:
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
ROGALSKI, RJ
[J].
JOURNAL OF FINANCE,
1980,
35
(03)
: 729
-
751
[8]
A SIMPLE IMPLICIT MEASURE OF THE EFFECTIVE BID-ASK SPREAD IN AN EFFICIENT MARKET
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
[J].
JOURNAL OF FINANCE,
1984,
39
(04)
: 1127
-
1139
←
1
→
共 8 条
[1]
AMIHUD Y, 1987, J FINANC, V42, P533
[2]
NOISE
BLACK, F
论文数:
0
引用数:
0
h-index:
0
BLACK, F
[J].
JOURNAL OF FINANCE,
1986,
41
(03)
: 529
-
543
[3]
DELONG BJ, 1987, 218 CTR RES SEC PRIC
[4]
THE BEHAVIOR OF STOCK-MARKET PRICES
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
[J].
JOURNAL OF BUSINESS,
1965,
38
(01)
: 34
-
105
[5]
STOCK RETURN VARIANCES - THE ARRIVAL OF INFORMATION AND THE REACTION OF TRADERS
FRENCH, KR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
FRENCH, KR
ROLL, R
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
ROLL, R
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1986,
17
(01)
: 5
-
26
[6]
THE RELATION BETWEEN PRICE CHANGES AND TRADING VOLUME - A SURVEY
KARPOFF, JM
论文数:
0
引用数:
0
h-index:
0
KARPOFF, JM
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1987,
22
(01)
: 109
-
126
[7]
A THEORY OF COMMON-STOCK RETURNS OVER TRADING AND NON-TRADING PERIODS
OLDFIELD, GS
论文数:
0
引用数:
0
h-index:
0
机构:
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
OLDFIELD, GS
ROGALSKI, RJ
论文数:
0
引用数:
0
h-index:
0
机构:
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
ROGALSKI, RJ
[J].
JOURNAL OF FINANCE,
1980,
35
(03)
: 729
-
751
[8]
A SIMPLE IMPLICIT MEASURE OF THE EFFECTIVE BID-ASK SPREAD IN AN EFFICIENT MARKET
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
[J].
JOURNAL OF FINANCE,
1984,
39
(04)
: 1127
-
1139
←
1
→