Duration, trading volume and the price impact of trades in an emerging futures market

M. Bowe, S J. Hyde, L. McFarlane

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Original languageEnglish
Title of host publication•Midwest Finance Association conference, San Antonio, Texas, 2008: •Eastern Finance Association conference, St Pete Beach, Florida, 2008:
Publication statusPublished - Mar 2008

Cite this