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The impact of trader type on the futures volatility-volume relation
Daigler, Robert T.; Wiley, Marilyn K. - In: The journal of finance : the journal of the American … 54 (1999) 6, pp. 2297-2316
Persistent link: https://www.econbiz.de/10001496836
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Intraday trading and bid-ask spread characteristics for SPX and SPY options
Mishra, Suchismita; Daigler, Robert T. - In: The journal of derivatives : the official publication … 21 (2014) 3, pp. 70-84
Persistent link: https://www.econbiz.de/10010387685
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Spread volume for currency futures
Daigler, Robert T. - In: Journal of economics and finance 31 (2007) 1, pp. 12-19
Persistent link: https://www.econbiz.de/10003611707
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Volume weighted volatility : empirical evidence for a new realised volatility measure
Padungsaksawasdi, Chaiyuth; Daigler, Robert T. - In: International journal of banking, accounting and finance 9 (2018) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10011955195