The Informative Role of Trading Volume in an Expanding Spot and Futures Market

Bhaumik, S. orcid.org/0000-0002-4459-3659, Karanasos, M. and Kartsaklas, A. (2016) The Informative Role of Trading Volume in an Expanding Spot and Futures Market. Journal of Multinational Financial Management, 35. pp. 24-40. ISSN 1042-444X

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Copyright, Publisher and Additional Information: © 2016 Elsevier. This is an author produced version of a paper subsequently published in Journal of Multinational Financial Management. Uploaded in accordance with the publisher's self-archiving policy. Article available under the terms of the CC-BY-NC-ND licence (https://creativecommons.org/licenses/by-nc-nd/4.0/)
Keywords: Derivatives trading; Emerging markets; Long-memory; Range-based volatility; Value of shares traded
Dates:
  • Published (online): 29 March 2016
  • Accepted: 27 March 2016
  • Published: June 2016
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Sheffield University Management School
Depositing User: Symplectic Sheffield
Date Deposited: 26 Apr 2016 11:53
Last Modified: 29 Mar 2018 00:38
Published Version: http://dx.doi.org/10.1016/j.mulfin.2016.03.002
Status: Published
Publisher: Elsevier
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.mulfin.2016.03.002

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