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Citation: Ig. Kawaller et al., Volume and volatility surrounding quarterly redesignation of the lead S&P 500 futures contract, J FUT MARK, 21(12), 2001, pp. 1119-1149

Authors: Docking, DS Kawaller, IG Koch, PD

Citation: Ds. Docking et al., Mid-day volatility spikes in US futures markets, J FUT MARK, 19(2), 1999, pp. 195-216