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Trading volume and returns relationship in SET50 index futures market |
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| Authors: | Sirirat Thammasiri Suluck Pattarathammas |
| Institution: | [1]Thammasat Business School Thammasat University, Bangkok 10200, Thailand [2]Government Pension Fund, Bangkok 10500, Thailand |
| Abstract: | futures returns futures trading volume GARCH GMM and sequential information arrival |
| Keywords: | futures returns futures trading volume GARCH GMM and sequential information arrival |
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