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The Intraday Analysis Of Liquidity And Price Volatility In The S&P 500 Index Futures Market Author info | Abstract | Publisher info | Download info | Related research | Statistics WANG, G.H.K.
MICHALSKI, R.J.
MARIARTY, E.J.
JOURDAN, J.V.
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Paper provided by Columbia - Center for Futures Markets in its series Papers with number
203.
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Length: 24 pages
Date of creation: 1990Date of revision:
Handle: RePEc:fth:colufu:203Contact details of provider: Postal: COLUMBIA UNIVERSITY, CENTER FOR THE STUDY OF FUTURE MARKETS, BUSINESS SCHOOL, MORNING SIDE HEIGHTS NY NEW YORK 10027 U.S.A.. Phone: (212) 854-5553 Web page: http://www.columbia.edu/cu/business/ More information through EDIRC
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Keywords: time series ; market ; methodology ; pricing ;
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This page was last updated on 2009-12-16.
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