Article The difference in the intraday return-volume relationships of spot and futures: a quantile regression approach
Jaeram Lee, Geul Lee, Doojin Ryu
2019
Lee, Jaeram, Lee, Geul and Ryu, Doojin. "The difference in the intraday return-volume relationships of spot and futures: a quantile regression approach" Economics, vol. 13, no. 1, 2019, pp. 20190026. https://doi.org/10.5018/economics-ejournal.ja.2019-26
Lee, J., Lee, G. & Ryu, D. (2019). The difference in the intraday return-volume relationships of spot and futures: a quantile regression approach. Economics, 13(1), 20190026. https://doi.org/10.5018/economics-ejournal.ja.2019-26
Lee, J., Lee, G. and Ryu, D. (2019) The difference in the intraday return-volume relationships of spot and futures: a quantile regression approach. Economics, Vol. 13 (Issue 1), pp. 20190026. https://doi.org/10.5018/economics-ejournal.ja.2019-26
Lee, Jaeram, Lee, Geul and Ryu, Doojin. "The difference in the intraday return-volume relationships of spot and futures: a quantile regression approach" Economics 13, no. 1 (2019): 20190026. https://doi.org/10.5018/economics-ejournal.ja.2019-26
Lee J, Lee G, Ryu D. The difference in the intraday return-volume relationships of spot and futures: a quantile regression approach. Economics. 2019;13(1): 20190026. https://doi.org/10.5018/economics-ejournal.ja.2019-26
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