The dynamic relations among return volatility, trading imbalance, and trading volume in futures markets.
An-Sing ChenHung-Gay FungErin H. C. KaoPublished in: Math. Comput. Simul. (2008)
Keyphrases
- financial markets
- stock price
- investment strategies
- stock market
- market data
- trading systems
- trading strategies
- portfolio selection
- technical indicators
- risk management
- early warning
- electronic commerce
- dynamic environments
- spot market
- stock trading
- futures market
- sharpe ratio
- stock data
- supply chain
- electricity markets
- stock returns
- stock index futures
- data sets