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The Intraday Analysis Of Liquidity And Price Volatility In The S&P 500 Index Futures Market

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Author Info
WANG, G.H.K.
MICHALSKI, R.J.
MARIARTY, E.J.
JOURDAN, J.V.
Abstract

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Publisher Info
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: 1990
Date of revision:
Handle: RePEc:fth:colufu:203

Contact 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/
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Related research
Keywords: time series market methodology pricing

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