Presentation
The dynamic relationship of volatility, volume and market depth in currency futures markets.
USF St. Petersburg campus Faculty Publications
Document Type
Presentation
Publication Date
1996
Comments
Citation only.
Language
en_US
Publisher
Financial Management Association
Creative Commons License
Creative Commons Attribution-Noncommercial-No Derivative Works 4.0
Citation Information
Fung, H.-G. & Patterson, G.A. (1996). The dynamic relationship of volatility, volume and market depth in currency futures markets. Paper presented at the Financial Management Association conference, New Orleans, LA, October 1996.