Dispersion of information or market behaviour: general public trading in S&P500 Index futures

Gannon, Gerard L. 2009, Dispersion of information or market behaviour: general public trading in S&P500 Index futures, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

Attached Files
Name Description MIMEType Size Downloads

Title Dispersion of information or market behaviour: general public trading in S&P500 Index futures
Author(s) Gannon, Gerard L.
Publication date 2009
Series School Working Paper - Accounting/Finance Series ; SWP 2009/01
Total pages 45
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) S&P500 Trade Data
Simultaneous Volatility
Market Makers
General Public
Volume
Lead/Lag Volatility
RePEc:dkn:acctwp:aef_2009_01
Language eng
HERDC Research category CN.1 Other journal article
Copyright notice ©2009, The Author
Persistent URL http://hdl.handle.net/10536/DRO/DU:30105871

Document type: Report
Collection: RePEc Working Papers
Connect to link resolver
 
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in TR Web of Science
Scopus Citation Count Cited 0 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 8 Abstract Views, 1 File Downloads  -  Detailed Statistics
Created: Tue, 16 Jan 2018, 11:06:27 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.