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Announcement versus nonannouncement: A study of intraday transaction price paths of Deutsche mark and Japanese yen futures
Author(s) -
Leng Hsiaohua
Publication year - 1996
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199610)16:7<829::aid-fut6>3.0.co;2-q
Subject(s) - futures contract , database transaction , citation , futures market , library science , computer science , economics , financial economics , database