LIFFE cycles : intraday evidence from the FTSE-100 Stock Index futures market
A. Abhyankar; L. S. Copeland and W. Wong
| Year of publication: |
1999
|
|---|---|
| Authors: | Abhyankar, Abhay ; Copeland, Laurence S. ; Wong, W. |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 5.1999, 2, p. 123-139
|
| Subject: | Index-Futures | Index futures | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Geld-Brief-Spanne | Bid-ask spread | Schätzung | Estimation | Großbritannien | United Kingdom | 1991-1993 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The European journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001439629