TRADING NOISE, ADVERSE SELECTION, AND INTRADAY BID-ASK SPREADS IN FUTURES MARKETS

被引：18
作者：
MA, CK
PETERSON, RL
SEARS, RS
机构：
[1] TEXAS TECH UNIV,BANK MANAGEMENT,LUBBOCK,TX 79409
[2] TEXAS TECH UNIV,INST BANKING & FINANCIAL STUDIES,LUBBOCK,TX 79409
来源：
JOURNAL OF FUTURES MARKETS | 1992年 / 12卷 / 05期
关键词：
D O I：
10.1002/fut.3990120504
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：519 / 538
页数：20
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