Intraday price reversals in the US stock index futures market: A 15-year study

James L. Grant, Avner Wolf, Susana Yu

Research output: Contribution to journalArticle

26 Scopus citations

Fingerprint Dive into the research topics of 'Intraday price reversals in the US stock index futures market: A 15-year study'. Together they form a unique fingerprint.

Business & Economics