An Intraday Analysis of Bid-Ask Spreads and Price Volatility in the S&P 500 Index Futures Market
| Year of publication: |
1994
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|---|---|
| Authors: | Wang, George H.K. ; Michalski, Raphael J. ; Jordan, James V. ; Moriarty, Eugene J. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 14.1994, 7, p. 837-860
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