Foreign Exchange Futures: Patterns of Implied Bid-Ask Spreads and Volatility Using Transactions Data
Saved in:
Main Author: | DING, David K. |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
1992
|
Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/1224 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Similar Items
-
Foreign Exchange Futures: Estimation and Patterns of Intraday Bid-Ask Spreads and Volatility
by: DING, David K.
Published: (1992) -
The Determinants of Bid-Ask Spreads in the Foreign Exchange Futures Markets: A Microstructure Analysis
by: DING, David K.
Published: (1999) -
Daily Return Volatility, Bid-Ask Spreads and Information Flow: Analyzing the Information Content of Volume
by: WU, Chunchi, et al.
Published: (2006) -
Bid-Ask Bounce and Spreads in Foreign Exchange Futures Market
by: DING, David K., et al.
Published: (1996) -
Bid-Ask Bounce and Spreads in the Foreign Exchange Futures Market
by: Chu, Q.C., et al.
Published: (1995)