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Journal of Futures Markets

Volumn 18, Issue 1, 1998, Pages 91-113

Volume relationships among types of traders in the financial futures markets

(2) Wiley, Marilyn K a Daigler, Robert T b

a FLORIDA ATLANTIC UNIVERSITY (United States)

b FLORIDA INTERNATIONAL UNIVERSITY (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032338480 PISSN: 02707314 EISSN: None Source Type: Journal
DOI: 10.1002/(SICI)1096-9934(199802)18:1<91::AID-FUT5>3.0.CO;2-6 Document Type: Article

Times cited : (20)

References (11)

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- Admatl, A.¹ Pfleiderer, P.²

2
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- Noise
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- Black, F.¹

3
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- Market Statistics and Technical Analysis: The Role of Volume
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- Blume, L.¹ Easley, D.² O'Hara, M.³

4
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- An Information-Based Model of Market Volatility
- Bookstaber, R. M., and Pomerantz, S. (1989): "An Information-Based Model of Market Volatility," Financial Analysts Journal, 45:37-46.
- (1989) Financial Analysts Journal , vol.45 , pp. 37-46
- Bookstaber, R.M.¹ Pomerantz, S.²

5
- 0001000218
- Periodic Market Closure and Trading Volume: A Model of Intraday Bids and Asks
- Brock, W. A., and Kleidon, A. W. (1992): "Periodic Market Closure and Trading Volume: A Model of Intraday Bids and Asks," Journal of Economic Dynamics and Control, 16:451-490.
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- Brock, W.A.¹ Kleidon, A.W.²

6
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- A Model of Asset Trading under the Assumption of Sequential Information Arrival
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7
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8
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- The Impact of Trader Type on the Futures Volatility-Volume Relationship
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- (1997) Working Paper
- Daigler, R.T.¹ Wiley, M.K.²

9
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- Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy
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- (1989) Journal of Finance , vol.44 , pp. 1-18
- Ross, S.¹

10
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- Volume, Volatility, and the Dispersion of Beliefs
- Shalen, C. T. (1993): "Volume, Volatility, and the Dispersion of Beliefs," Review of Financial Studies, 6:405-434.
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11
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- Marketmaker Behavior in an Auction Market: An Analysis of Scalpers in Futures Markets
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- Silber, W.L.¹

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