Trading activity and price reversals in futures markets

Journal of Banking and Finance

Volumn 28, Issue 6, 2004, Pages 1337-1361

  Wang, Changyun ^a,b   Yu, Min ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b RENMIN UNIVERSITY OF CHINA   (China)

Author keywords

Futures markets; Open interest; Overreaction; Price reversals; Trading volume

Indexed keywords

EID: 2342526010     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(03)00120-1     Document Type: Article

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