Johan Bjursell, Ph.D.
Affiliations: | 2009 | George Mason University, Washington, DC |
Area:
Statistics, FinanceGoogle:
"Johan Bjursell"Parents
Sign in to add mentor| James E. Gentle | grad student | 2009 | George Mason | |
| (Testing for jumps and modeling volatility in asset prices.) | ||||
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Publications
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| Bjursell J, Wang GHK, Webb RI. (2013) Jumps and trading activity in interest rate futures markets: The response to macroeconomic announcements Asia-Pacific Journal of Financial Studies. 42: 689-723 |
| Chou RK, Wang GHK, Wang YY, et al. (2011) The impacts of large trades by trader types on intraday futures prices: Evidence from the Taiwan Futures Exchange Pacific Basin Finance Journal. 19: 41-70 |
| Bjursell J, Frino A, Tse Y, et al. (2010) Volatility and trading activity following changes in the size of futures contracts Journal of Empirical Finance. 17: 967-980 |
| Frino A, Bjursell J, Wang GHK, et al. (2008) Large trades and intraday futures price behavior Journal of Futures Markets. 28: 1147-1181 |