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

Journal of Systems Science & Complexity ›› 2015, Vol. 28 ›› Issue (1) : 156-174.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2015, 28(1): 156-174 https://doi.org/10.1007/s11424-015-2059-y

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