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An examination of the complementary volume-volatility information theories
Chen, Zhiyao; Daigler, Robert T. - In: The journal of futures markets 28 (2008) 10, pp. 963-992
Persistent link: https://www.econbiz.de/10003769899
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Depth characteristics for the electronic futures limit order book
Aidov, Alexandre; Daigler, Robert T. - In: The journal of futures markets 35 (2015) 6, pp. 542-560
Persistent link: https://www.econbiz.de/10011405409
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The effect of high-frequency market making on option market liquidity
Mishra, Suchi; Daigler, Robert T.; Holowczak, Richard - In: The journal of trading 11 (2016) 4, pp. 56-76
Persistent link: https://www.econbiz.de/10011697653
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Price discovery and liquidity characteristics for U.S. electronic futures and ETF markets
Oztekin, A. Senol; Mishra, Suchismita; Jain, Pankaj K.; … - In: The journal of trading 12 (2017) 2, pp. 59-72
Persistent link: https://www.econbiz.de/10011699636