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The effects of amendments to rule 80a on liquidity, volatility, and price efficiency in the S&P 500 futures
Author(s) -
Kuserk Gregory J.,
Locke Peter R.,
Sayers Chera L.
Publication year - 1992
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990120403
Subject(s) - futures contract , market liquidity , contango , financial economics , economics , commodity , volatility (finance) , monetary economics , finance
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