Intra-day behaviour of key market variables for LIFFE derivatives


Ap Gwilym, Owain, Buckle, Mike and Thomas, Stephen (1999) Intra-day behaviour of key market variables for LIFFE derivatives. In, Lequeux, Pierre (ed.) Financial Markets Tick By Tick: Insights in finacial Markets Microstructure. Chichester, UK, Wiley, 151-189.

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Item Type: Book Section
ISBNs: 9780471981602 (hardback)
Related URLs:
Subjects: H Social Sciences > HG Finance
H Social Sciences > HB Economic Theory
Divisions: University Structure - Pre August 2011 > School of Management
Item ID: 37420
Date Deposited: 25 Apr 2007
Last Modified: 02 Mar 2012 12:05
Contributors: Ap Gwilym, Owain (Author)
Buckle, Mike (Author)
Thomas, Stephen (Author)
Lequeux, Pierre (Editor)
Date: 1999
Status: Published
Publisher: Wiley
URI: http://eprints.soton.ac.uk/id/eprint/37420

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