Order imbalance and the dynamics of index and futures prices

Joseph K.W. FUNG, Leung Ho Philip YU

Research output: Contribution to journalArticlespeer-review

15 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Order imbalance and the dynamics of index and futures prices'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance