Trading volume, bid-ask spread, and price volatility in futures markets
George H. K. Wang; Jot Yau
| Year of publication: |
2000
|
|---|---|
| Authors: | Wang, George H. K. ; Yau, Jot |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 20.2000, 10, p. 943-970
|
| Subject: | Derivat | Derivative | Handelsvolumen der Börse | Trading volume | Geld-Brief-Spanne | Bid-ask spread | Volatilität | Volatility | Schätzung | Estimation | USA | United States | Momentenmethode | Method of moments | 1990-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001530842