Activity in futures: does underlying market size relate to futures trading volume?
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11156-009-0132-0.pdf
Reference51 articles.
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3. Boothe P (1988) Exchange rate risk and the bid-ask spread: a seven country comparison. Econ Inq 26:485–492
4. Campbell JY, Grossman SJ, Wang J (1993) Trading volume and serial correlation in stock returns. Q J Econ 108:905–939. doi: 10.2307/2118454
5. Clark PK (1973) A subordinated stochastic process model with finite variance for speculative prices. Econometrica 41:135–155. doi: 10.2307/1913889
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