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Intra-day behaviour of key market variables for LIFFE derivatives

Intra-day behaviour of key market variables for LIFFE derivatives
Intra-day behaviour of key market variables for LIFFE derivatives
9780471981602
151-189
Wiley
Ap Gwilym, Owain
dbd356d9-b22d-420b-a980-7341f6d52f34
Buckle, Mike
ed97238b-d81d-4a09-883a-312d8dd43796
Thomas, Stephen
3ebf2346-25f1-4f19-b854-7a7da0cee9ca
Lequeux, Pierre
Ap Gwilym, Owain
dbd356d9-b22d-420b-a980-7341f6d52f34
Buckle, Mike
ed97238b-d81d-4a09-883a-312d8dd43796
Thomas, Stephen
3ebf2346-25f1-4f19-b854-7a7da0cee9ca
Lequeux, Pierre

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, pp. 151-189.

Record type: Book Section

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Published date: 1999

Identifiers

Local EPrints ID: 37420
URI: http://eprints.soton.ac.uk/id/eprint/37420
ISBN: 9780471981602
PURE UUID: d7748795-6ec2-41ad-b664-83b9ee0403d9

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Date deposited: 25 Apr 2007
Last modified: 11 Dec 2021 15:36

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Contributors

Author: Owain Ap Gwilym
Author: Mike Buckle
Author: Stephen Thomas
Editor: Pierre Lequeux

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