"Intraday Volatiliy in International Stock Index Futures Markets: Meteor Showers or Heat Waves?" by Yiuman Tse

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Intraday Volatiliy in International Stock Index Futures Markets: Meteor Showers or Heat Waves?

Management Science (1997)

Yiuman Tse, University of Missouri-St. Louis
G. Geoffrey Booth, Saint Petersburg State University
Mustafa Chowdhury
Teppo Martikainen

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Disciplines

Business

Publication Date

1997

Citation Information

Yiuman Tse, G. Geoffrey Booth, Mustafa Chowdhury and Teppo Martikainen. "Intraday Volatiliy in International Stock Index Futures Markets: Meteor Showers or Heat Waves?" Management Science Vol. 43 Iss. 11 (1997) p. 1564 - 1576
Available at: http://works.bepress.com/yiuman-tse/93/