Work

Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets

Year: 1993

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2331149

Authors: Hendrik Bessembinder, Paul J. Seguin

Institution: University of Michigan

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2086729180

FWCI: 9.773

Cites: 37

Cited by: 655

Related to: 10