Work

Trading noise, adverse selection, and intraday bid‐ask spreads in futures markets

Year: 1992

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990120504

Authors: Christopher K. Ma, Richard L. Peterson, R. Stephen Sears

Institution: Texas Tech 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: W2017950745

FWCI: 4.499

Cites: 35

Cited by: 55

Related to: 10