Difference in the intraday return-volume relationships of spots and futures: a quantile regression approach

Difference in the intraday return-volume relationships of spots and futures: a quantile regression approach

Bibliographic Details
Main Authors:	Jaeram Lee, Geul Lee, Doojin Ryu
Format:	Article
Language:	English
Published:	De Gruyter 2018-09-01
Series:	Economics: Journal Articles
Online Access:	http://www.economics-ejournal.org/economics/discussionpapers/2018-68

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