Bid-ask Spreads, Trading Volume and Volatility

Bid-ask Spreads, Trading Volume and Volatility
Author:
Publisher:
Total Pages: 16
Release: 1995
Genre: Futures
ISBN:


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Bid-ask Spreads, Trading Volume and Volatility
Language: en
Pages: 16
Authors:
Categories: Futures
Type: BOOK - Published: 1995 - Publisher:

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Intra-day Bid-ask Spreads, Trading Volume and Return Volatility
Language: en
Pages:
Authors: Michael Jens Smith
Categories:
Type: BOOK - Published: 1998 - Publisher:

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Derivatives and Hedge Funds
Language: en
Pages: 416
Authors: Stephen Satchell
Categories: Science
Type: BOOK - Published: 2016-05-18 - Publisher: Springer

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Over the last 20 years hedge funds and derivatives have fluctuated in reputational terms; they have been blamed for the global financial crisis and been praised
Bid-Ask Spreads, Trading Activity, and Trading Hours
Language: en
Pages:
Authors: Abhay Abhyankar
Categories:
Type: BOOK - Published: 1999 - Publisher:

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This paper investigates the intra-day pattern of bid-ask spreads, volatility, and volume on the London Stock Exchange. The primary focus of the study is to rela
The Intraday Behaviour of Bid-Ask Spreads, Trading Volume and Return Volatility
Language: en
Pages:
Authors: Syed Mujahid Hussain
Categories:
Type: BOOK - Published: 2008 - Publisher:

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This paper undertakes a fresh empirical investigation of key financial market variables and the theories that link them. We employ high frequency 5-minute data