The effect of futures market volume on spot market volatility
Board, J., Sandmann, G. & Sutcliffe, C.
(2001).
The effect of futures market volume on spot market volatility.
Journal of Business, Finance and Accounting,
28(7/8), 799-819.
https://doi.org/10.1111/1468-5957.00394
| Item Type | Article |
|---|---|
| Copyright holders | © 2001 Blackwell Publishing |
| Departments | LSE > Research Centres > Financial Markets Group |
| DOI | 10.1111/1468-5957.00394 |
| Date Deposited | 03 Nov 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/7514 |
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