The University of Southampton
University of Southampton Institutional Repository

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

Full text not available from this repository.

More information

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

Catalogue record

Date deposited: 25 Apr 2007
Last modified: 23 Jul 2020 16:39

Export record

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×