Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume
- DOI
- 10.1016/j.physa.2018.04.016
- Published
- 2018-09
- Container
- Physica A: Statistical Mechanics and its Applications
- Publisher
- Elsevier BV
- Open access
- unknown
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Cite this work
BibTeX
@article{allodium:10.1016/j.physa.2018.04.016,
title = {Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume},
author = {Syed Jawad Hussain Shahzad and Jose Areola Hernandez and Waqas Hanif and Ghulam Mujtaba Kayani},
year = {2018},
journal = {Physica A: Statistical Mechanics and its Applications},
doi = {10.1016/j.physa.2018.04.016},
url = {https://doi.org/10.1016/j.physa.2018.04.016}
}RIS
TY - JOUR TI - Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume AU - Syed Jawad Hussain Shahzad AU - Jose Areola Hernandez AU - Waqas Hanif AU - Ghulam Mujtaba Kayani PY - 2018 JO - Physica A: Statistical Mechanics and its Applications DO - 10.1016/j.physa.2018.04.016 UR - https://doi.org/10.1016/j.physa.2018.04.016 ER -
APA
Shahzad, S. J. H., Hernandez, J. A., Hanif, W., & Kayani, G. M. (2018). Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume. Physica A: Statistical Mechanics and its Applications. https://doi.org/10.1016/j.physa.2018.04.016
Source records
- crossref · retrieved 2026-09-26T05:00:46.679Z