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An intraday analysis of Bid‐Ask spreads and price volatility in the S&P 500 index futures market
Author(s) -
Wang George H. K.,
Michalski Raphael J.,
Jordan James V.,
Moriarty Eugene J.
Publication year - 1994
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.3990140706
Subject(s) - george (robot) , futures contract , index (typography) , commission , management , economics , artificial intelligence , finance , computer science , world wide web