AN INTRADAY ANALYSIS OF BID - ASK SPREADS AND PRICE VOLATILITY IN THESTANDARD-AND-POOR-500 INDEX FUTURES MARKET

Authors
WANG GHK MICHALSKI RJ JORDAN JV MORIARTY EJ
Citation
Ghk. Wang et al., AN INTRADAY ANALYSIS OF BID - ASK SPREADS AND PRICE VOLATILITY IN THESTANDARD-AND-POOR-500 INDEX FUTURES MARKET, The journal of futures markets, 14(7), 1994, pp. 837-859
Citations number
34
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
14
Issue
7
Year of publication
1994
Pages
837 - 859
Database
ISI
SICI code
0270-7314(1994)14:7<837:AIAOB->2.0.ZU;2-2