Intraday relationship between price, trading volume and market depth in Malaysian futures market / Siti Hajar Aisyah Salleh
The purpose of this study is to investigate the relationship between price, trading volume and market depth of crude palm oil futures (CPO) and stock index futures in Malaysian Futures Market using a unique data set that is covered from December 15, 1995 to January 19, 2001. Specifically, the data s...
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| Format: | Thesis |
| Language: | English |
| Published: |
2001
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| Online Access: | https://ir.uitm.edu.my/id/eprint/93799/1/93799.pdf https://ir.uitm.edu.my/id/eprint/93799/ |
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