Pricing Behavior in an Off-Hours Computerized Market

(table IV, continued) Panel C: Yen Futures Contract

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• Panel D: SF Futures Contract

(table IV, continued) Panel C: Yen Futures Contract Globex Floor open total close open total close p 0.017 -0.02 -0.054 0.243 -0.013 -0.055 volatility 0.103 0.183 0.045 0.447 0.323 0.374 trades/hour 0.122 0.305 -0.011 0.764 0.660 0.595 (s) 0.075a 0.063a 0.074a 0.038a 0.040a 0.038a a x 10-3 Panel D: SF Futures Contract Globex Floor open total close open total close p 0.024 0.002 -0.027 0.011 0.014 0.016 volatility 0.289 0.265 0.175 0.325 0.279 0.259 trades/hour 0.148 0.281 0.207 0.754 0.701 0.607 (s) 0.124a 0.081a 0.130a 0.039a 0.037a 0.040a a x 10-3 Table V Directory: pub pub -> Project Scoring Template Pre-Construction Phase New Core/Branch Campus Projects pub -> Acm word Template for sig site pub -> The german unification, 1815-1870 pub -> Baltic Olympiads in Informatics: Challenges for Training Together pub ->  Preparation of Papers for ieee transactions on medical imaging pub -> Forthcoming meetings and conferences pub -> Asilomar Conference on Circuits, Systems & Computers, Pacific Grove, ca, November 1978, pp. 55 58 pub -> Forthcoming meetings and conferences pub -> Harmonised compatibility and sharing conditions for video pmse in the 7 9 ghz frequency band, taking into account radar use Download 269.01 Kb. Share with your friends: