The effect of futures market volume on spot market volatility
Board, John; Sandmann, Gleb; and Sutcliffe, Charles
(2001)
The effect of futures market volume on spot market volatility.
Journal of Business, Finance and Accounting, 28 (7/8).
pp. 799-819.
ISSN 0306-686X
| Item Type | Article |
|---|---|
| Departments | Financial Markets Group |
| DOI | 10.1111/1468-5957.00394 |
| Date Deposited | 03 Nov 2008 16:08 |
| URI | https://researchonline.lse.ac.uk/id/eprint/7514 |