Foreign Exchange Futures: Estimation and Patterns of Intraday Bid-Ask Spreads and Volatility

Author

David K. DING, Singapore Management UniversityFollow

Publication Type

Conference Paper

Publication Date

10-1992

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Finance

Publication

Financial Management Association Annual Meeting, San Francisco, October 1992

City or Country

San Francisco, CA, USA

Citation

DING, David K.. Foreign Exchange Futures: Estimation and Patterns of Intraday Bid-Ask Spreads and Volatility. (1992). Financial Management Association Annual Meeting, San Francisco, October 1992.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/767