Trading costs and the relative rates of price discovery in stock, futures, and option markets

Journal of Futures Markets

Volumn 16, Issue 4, 1996, Pages 353-387

  Fleming, Jeff ^a   Ostdiek, Barbara ^a   Whaley, Robert E ^b  

^a RICE UNIVERSITY   (United States)

^b DUKE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030544148     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199606)16:4<353::AID-FUT1>3.0.CO;2-H     Document Type: Article

References (16)

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