An intraday analysis of Bid‐Ask spreads and price volatility in the S&P 500 index futures market
| Year of publication: |
1994
|
|---|---|
| Authors: | Wang, George H. K. ; Michalski, Raphael J. ; Jordan, James V. ; Moriarty, Eugene J. |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 14.1994, 7, p. 837-859
|
| Publisher: |
John Wiley & Sons, Ltd. |