Increasing returns to liquidity in futures markets

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TECHNICALREPORT82_compressed.pdf - Published Version (524kB)

Goss, Barry A and Avsar, S. Gulay (1997) Increasing returns to liquidity in futures markets. Technical Report. Victoria University of Technology. Department of Computer and Mathematical Sciences, Footscray, Vic.

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Item type Monograph (Technical Report)
URI https://vuir.vu.edu.au/id/eprint/25708
DOI 82 ECON 6
Subjects Historical > FOR Classification > 1403 Econometrics
Historical > Faculty/School/Research Centre/Department > School of Engineering and Science
Keywords ask-bid spread, liquidity, Sydney Futures Exchange, risk management
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