Dynamic Interactions between Intraday Returns and Trading Volume on the CSI 300 Index Futures: An Application of an SVAR Model

Figure 1

The intraday fluctuation of CSI 300 index futures’ returns and trading volume: (a) sample D02, (b) sample D03, (c) sample D04, (d) sample D05, (e) sample D06, (f) sample D09, (g) sample D10, (h) sample D11, (i) sample D12, and (j) sample D13.

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