THE INTRADAY ANALYSIS OF LIQUIDITY AND PRICE VOLATILITY IN THE S&P 500 INDEX FUTURES MARKET.
| Year of publication: |
1990
|
|---|---|
| Authors: | WANG, G.H.K. ; MICHALSKI, R.J. ; MARIARTY, E.J. ; JOURDAN, J.V. |
| Institutions: | Graduate School of Business, Columbia University |
| Subject: | time series | market | methodology | pricing |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 24 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005647022