Volatility in the gold futures market

Applied Economics Letters

Volumn 17, Issue 2, 2010, Pages 187-190

  Batten, Jonathan Andrew ^a,b   Lucey, Brian M ^c  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b MACQUARIE UNIVERSITY   (Australia)

^c TRINITY COLLEGE DUBLIN   (Ireland)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC ANALYSIS; ESTIMATION METHOD; FUTURE PROSPECT; MARKET DEVELOPMENT;

IXODIDA;

EID: 70949089434     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504850701719991     Document Type: Article

References (9)

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4. Ding, D. (1999) The determinates of bid-ask spreads in the foreign exchange futures market: a microstructure analysis, Journal of Futures Markets, 19, 307-24.
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8. Oliver, K. and Verrecchia, R. (1991) Trading volume and price reactions to public announcements, Journal of Accounting Research, 29, 302-21.
9. Park, H. Y. (1993) Trading mechanisms and price volatility: spot versus futures, Review of Economics & Statistics, 75, 175-9.