Study on the Intraday Pattern and the Dynamic Correlation Among Return, Volume and Open Interest — Evidence from Chinese Commodity Futures Markets

LIU Xiangli,WANG Shouyang

系统科学与复杂性(英文) ›› 2015, Vol. 28 ›› Issue (1) : 156-174.

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系统科学与复杂性(英文) ›› 2015, Vol. 28 ›› Issue (1) : 156-174. DOI: 10.1007/s11424-015-2059-y

Study on the Intraday Pattern and the Dynamic Correlation Among Return, Volume and Open Interest — Evidence from Chinese Commodity Futures Markets

    LIU Xiangli1 ,WANG Shouyang2
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Study on the Intraday Pattern and the Dynamic Correlation Among Return, Volume and Open Interest — Evidence from Chinese Commodity Futures Markets

    LIU Xiangli1 ,WANG Shouyang2
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2015, 28(1): 156-174 https://doi.org/10.1007/s11424-015-2059-y
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2015, 28(1): 156-174 https://doi.org/10.1007/s11424-015-2059-y
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