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

• 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
• Institution: Nanyang Technological University

In our study, we attempt to explore the effect of inter-market depth on volatility in the U.S. markets.