SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Information, volatility, volume and maturity: an investigation of stock index futures · Study

BookInformation, volatility, volume and maturity: an investigation of stock index futures

Charles M. S. Sutcliffe1991

Book1991

Information, volatility, volume and maturity: an investigation of stock index futures

Charles M. S. Sutcliffe

40 citations·0/0 files stored·ePrints Soton (University of Southampton)

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 40 citations exist upstream.

Cited by

2014Measuring the liquidity part of volume 2008A test of the Samuelson Hypothesis using realized range 2009Effect of futures trading on spot‐price volatility: evidence for NSE Nifty using GARCH 2001Expiration-day effect: evidence from high-frequency data in the Hong Kong stock market

Details

Year1991

Typebook

Published1991-03-01

VenueePrints Soton (University of Southampton)

Languageen

Citations40

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

openalex_workW216682992

Links

landingopen

Imported from OpenAlex (CC0) — nothing here is generated.