An alternative specification for intraday simultaneity in spot and futures markets
Jeffrey M. Mercer
| Year of publication: |
1997
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|---|---|
| Authors: | Mercer, Jeffrey M. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 37.1997, 3, p. 667-682
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| Subject: | Börsenkurs | Share price | Futures | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | USA | United States | 1987 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001230617