Difference in the intraday return-volume relationships of spots and futures: a quantile regression approach
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2018-09-01
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| Series: | Economics: Journal Articles |
| Online Access: | http://www.economics-ejournal.org/economics/discussionpapers/2018-68 |
| _version_ | 1811226604478660608 |
|---|---|
| author | Jaeram Lee Geul Lee Doojin Ryu |
| author_facet | Jaeram Lee Geul Lee Doojin Ryu |
| author_sort | Jaeram Lee |
| collection | DOAJ |
| first_indexed | 2024-04-12T09:29:19Z |
| format | Article |
| id | doaj.art-69eed3b3e7b24b1a9d9ce90f928bfac9 |
| institution | Directory Open Access Journal |
| issn | 1864-6042 |
| language | English |
| last_indexed | 2024-04-12T09:29:19Z |
| publishDate | 2018-09-01 |
| publisher | De Gruyter |
| record_format | Article |
| series | Economics: Journal Articles |
| spelling | doaj.art-69eed3b3e7b24b1a9d9ce90f928bfac92022-12-22T03:38:25ZengDe GruyterEconomics: Journal Articles1864-60422018-09-01Difference in the intraday return-volume relationships of spots and futures: a quantile regression approachJaeram LeeGeul LeeDoojin Ryuhttp://www.economics-ejournal.org/economics/discussionpapers/2018-68 |
| spellingShingle | Jaeram Lee Geul Lee Doojin Ryu Difference in the intraday return-volume relationships of spots and futures: a quantile regression approach Economics: Journal Articles |
| title | Difference in the intraday return-volume relationships of spots and futures: a quantile regression approach |
| title_full | Difference in the intraday return-volume relationships of spots and futures: a quantile regression approach |
| title_fullStr | Difference in the intraday return-volume relationships of spots and futures: a quantile regression approach |
| title_full_unstemmed | Difference in the intraday return-volume relationships of spots and futures: a quantile regression approach |
| title_short | Difference in the intraday return-volume relationships of spots and futures: a quantile regression approach |
| title_sort | difference in the intraday return volume relationships of spots and futures a quantile regression approach |
| url | http://www.economics-ejournal.org/economics/discussionpapers/2018-68 |
| work_keys_str_mv | AT jaeramlee differenceintheintradayreturnvolumerelationshipsofspotsandfuturesaquantileregressionapproach AT geullee differenceintheintradayreturnvolumerelationshipsofspotsandfuturesaquantileregressionapproach AT doojinryu differenceintheintradayreturnvolumerelationshipsofspotsandfuturesaquantileregressionapproach |