The intraday relationship between volume and volatility in LIFFE futures markets
Owain Ap Gwilym, David McMillan and Alan Speight
| Year of publication: |
1999
|
|---|---|
| Authors: | Ap Gwilym, Owain ; McMillan, David G. ; Speight, Alan E. H. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 9.1999, 6, p. 593-604
|
| Subject: | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Derivat | Derivative | Kapitaleinkommen | Capital income | Schätzung | Estimation | Großbritannien | United Kingdom | 1992-1995 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied financial economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001525288