Intraday study on inter-market depth and its effect on volatility in the U.S. markets.

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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Bibliographic Details
Main Authors: Chua, Seow Yoong., Low, Oi Lai., Sum, Kelvin Chi Fai.
Other Authors: Krishnamurti, Chandrasekhar
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Stock exchanges
Online Access:http://hdl.handle.net/10356/11690
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Institution: Nanyang Technological University
Description
Summary:In our study, we attempt to explore the effect of inter-market depth on volatility in the U.S. markets.

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