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

Gerard L. Gannon

Working Papers from Deakin University, Department of Economics

Keywords: S&P500 Trade Data; Simultaneous Volatility; Volume; Lead/Lag (search for similar items in EconPapers)
JEL-codes: G14 (search for similar items in EconPapers)
Date: 2008-01-01
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