Work

The Effect of Futures Market Volume on Spot Market Volatility

Year: 2001

Type: article

Source: Journal of Business Finance &amp Accounting

DOI: 10.1111/1468-5957.00394

Authors: John Board, Gleb Sandmann, Charles Sutcliffe

Institutions: London School of Economics and Political Science, University of Southampton

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2055763570

FWCI: 1.704

Cites: 1

Cited by: 58

Related to: 10