Market makers v's the general public: a first look at S&P500 futures trade data

Gannon, Gerard L. 2008, Market makers v's the general public: a first look at S&P500 futures trade data, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title Market makers v's the general public: a first look at S&P500 futures trade data
Author(s) Gannon, Gerard L.
Publication date 2008
Series School Working Paper - Accounting/Finance Series ; SWP 2008/02
Total pages 85
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) G14
S&P500 Trade Data
Simultaneous Volatility
Volume
Lead/Lag
RePEc:dkn:acctwp:aef_2008_02
Language eng
HERDC Research category CN.1 Other journal article
Copyright notice ©2008, The Author
Persistent URL http://hdl.handle.net/10536/DRO/DU:30105751

Document type: Report
Collection: RePEc Working Papers
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