Price volatility, trading volume, and market depth : evidence from futures markets
Year of publication: |
1993
|
---|---|
Authors: | Bessembinder, Hendrik |
Other Persons: | Seguin, Paul John (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 28.1993, 1, p. 21-39
|
Subject: | Derivat | Derivative | USA | United States | 1982-1990 |
-
Conditional heteroskedasticity, asymmetry, and option pricing
Kang, Tae-hoon, (1995)
-
Prudential margin policy in a futures-style settlement system
Fenn, George W., (1993)
-
Forecasting S&P and gold futures prices : an application of neural networks
Grudnitski, Gary, (1993)
- More ...
-
Is there a term structure of futures volatilities? : Reevaluating the Samuelson hypothesis
Bessembinder, Hendrik, (1996)
-
An empirical examination of information, differences of opinion, and trading activity
Bessembinder, Hendrik, (1996)
-
Futures-trading activity and stock price volatility
Bessembinder, Hendrik, (1992)
- More ...