The intraday relationship between volume and volatility in LIFFE futures markets

Author： Gwilym Owain Ap   McMillan David   Speight Alan  

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.9, Iss.6, 1999-12, pp. : 593-604

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Intraday information transmission between DJIA spot and futures markets

By Soydemir Gökçe A.   Petrie A. George  

Applied Financial Economics, Vol. 13, Iss. 11, 2003-11 ,pp. : 817-827

Routledge Ltd

Access to resources Recommend Favorite

Volatility, volume and maturity in electricity futures

By Walls W. David  

Applied Financial Economics, Vol. 9, Iss. 3, 1999-06 ,pp. : 283-287

Routledge Ltd

Access to resources Recommend Favorite

A systematic modelling strategy for futures markets volatility

By Carvalho Ana Filipa   Costa José Sá da   Lopes José Assis  

Applied Financial Economics, Vol. 16, Iss. 11, 2006-07 ,pp. : 819-833

Routledge Ltd

Access to resources Recommend Favorite

Intraday volatility spillovers in the German equity index derivatives markets

By Booth G. Geoffrey   So Raymond W.  

Applied Financial Economics, Vol. 13, Iss. 7, 2003-01 ,pp. : 487-494

Routledge Ltd

Access to resources Recommend Favorite

The interactions between trading volume and volatility: evidence from the equity options markets

By Park Tae H.   Switzer Lorne N.   Bedrossian Robert  

Applied Financial Economics, Vol. 9, Iss. 6, 1999-12 ,pp. : 627-637

Routledge Ltd

Access to resources Recommend Favorite