Bid-ask spreads, volatility, quote revisions, and trades of thinly traded futures contracts
| Year of publication: |
2003
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|---|---|
| Authors: | Ding, David K. ; Charoenwong, Charlie |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 23.2003, 5, p. 455-486
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