Work

Trading volume, bid-ask spread, and price volatility in futures markets

Year: 2000

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/1096-9934(200011)20:10<943::aid-fut4>3.0.co;2-8

Authors: George H. K. Wang, Jot Yau

Institutions: Commodity Futures Trading Commission, University of Maryland, College Park, George Mason University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1990273663

FWCI: 2.743

Cites: 58

Cited by: 215

Related to: 10