Interday variations in volume, variance and participation of large speculators

Journal of Banking and Finance

Volumn 21, Issue 6, 1997, Pages 797-810

  Chang, Eric C ^a   Pinegar, J Michael ^b   Schachter, Barry ^c  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^b BRIGHAM YOUNG UNIVERSITY   (United States)

^c Chase Manhattan Bank   (United States)

Author keywords

Futures; Large speculators; Volatility; Volume

Indexed keywords

EID: 0031161610     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(97)00007-1     Document Type: Article

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