Intraday study on inter-market depth and its effect on volatility in the U.S. markets.
In our study, we attempt to explore the effect of inter-market depth on volatility in the U.S. markets.
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| Main Authors: | , , |
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| 其他作者: | |
| 格式: | Final Year Project |
| 出版: |
2008
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/11690 |
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| 機構: | Nanyang Technological University |