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 |
| 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/10001769700