| Institutional high frequency trading and price discovery: Evidence from an emerging commodity futures market | |
| Zhao, Yue; Wan, Difang | |
| 刊名 | JOURNAL OF FUTURES MARKETS
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| 2018 | |
| 卷号 | 38页码:243-270 |
| 关键词 | investor structure price impacts trading intensity |
| ISSN号 | 0270-7314 |
| URL标识 | 查看原文 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/2829204 |
| 专题 | 西安交通大学 |
| 推荐引用方式 GB/T 7714 | Zhao, Yue,Wan, Difang. Institutional high frequency trading and price discovery: Evidence from an emerging commodity futures market[J]. JOURNAL OF FUTURES MARKETS,2018,38:243-270. |
| APA | Zhao, Yue,&Wan, Difang.(2018).Institutional high frequency trading and price discovery: Evidence from an emerging commodity futures market.JOURNAL OF FUTURES MARKETS,38,243-270. |
| MLA | Zhao, Yue,et al."Institutional high frequency trading and price discovery: Evidence from an emerging commodity futures market".JOURNAL OF FUTURES MARKETS 38(2018):243-270. |
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