Bid-ask spreads, volatility, quote revisions, and trades of thinly traded futures contracts

David K. Ding; Charlie Charoenwong

Year of publication:	2003
Authors:	Ding, David K. ; Charoenwong, Charlie
Published in:	The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2002, 5, p. 455-486
Subject:	Geld-Brief-Spanne \| Bid-ask spread \| Volatilität \| Volatility \| Derivat \| Derivative \| Index-Futures \| Index futures \| Singapur \| Singapore

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