The effect of contemporaneous futures market volume on spot market volatility
By: John Board, Gleb Sandmann and Charles M. S. Sutcliffe.
Contributors: Sandmann, Gleb.; Sutcliffe, Charles M. S.; LSE Financial Markets Group.; Economic and Social Research Council.
Series: Discussion paper / London School of Economics, Financial Markets Group -- no.277; Discussion paper (London School of Economics, Financial Markets Group) -- no.277.
Publisher: London School of Economics, Financial Markets Group
Published: 1997
Place of publication: London
Language: eng