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

Gerard L. Gannon

Working Papers from Deakin University, Department of Economics

Keywords: S&P500 Trade Data; Simultaneous Volatility; Market Makers; General Public; Volume; Lead/Lag Volatility (search for similar items in EconPapers)
Date: 2009-01-01
New Economics Papers: this item is included in nep-mst
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Persistent link: https://EconPapers.repec.org/RePEc:dkn:acctwp:aef_2009_01

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