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Bid-ask spreads, volatility, quote revisions, and trades of thinly traded futures contracts
Ding, David K.
;
Charoenwong, Charlie
- In:
The journal of futures markets
23
(
2002
)
5
,
pp. 455-486
Persistent link: https://www.econbiz.de/10001769700
Saved in:
2
Who knows more about future currency volatility?
Charoenwong, Charlie
;
Jenwittayaroje, Nattawut
;
Sin, Low B.
- In:
The journal of futures markets
29
(
2009
)
3
,
pp. 270-295
Persistent link: https://www.econbiz.de/10003831102
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