The intraday relationship between volume and volatility in LIFFE futures markets
| Year of publication: |
1999
|
|---|---|
| Authors: | Gwilym, O.AP ; McMillan, D. ; Speight, A. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 9.1999, 6, p. 593-604
|