Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
Year of publication: |
1993
|
---|---|
Authors: | Bessembinder, Hendrik ; Seguin, Paul J. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 28.1993, 1, p. 21-40
|
Saved in:
Saved in favorites
Similar items by person
-
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)
-
Price volatility, trading volume, and market depth : evidence from futures markets
Bessembinder, Hendrik, (1993)
- More ...