Intraday Volatiliy in International Stock Index Futures Markets: Meteor Showers or Heat Waves?

Yiuman Tse; G. Geoffrey Booth; Mustafa Chowdhury; Teppo Martikainen

Intraday Volatiliy in International Stock Index Futures Markets: Meteor Showers or Heat Waves?

Yiuman Tse
, G. Geoffrey Booth
, Mustafa Chowdhury
, Teppo Martikainen

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Management Science
Volume	43
State	Published - 1997

Disciplines

Business

Cite this

@article{fc964787d37843c182e9b498ba1123a0,

title = "Intraday Volatiliy in International Stock Index Futures Markets: Meteor Showers or Heat Waves?",

author = "Yiuman Tse and Booth, \{G. Geoffrey\} and Mustafa Chowdhury and Teppo Martikainen",

note = "The international transmission of intraday price volatility among the United States, United Kingdom, and Japanese stock index futures markets in the period 1988...",

year = "1997",

language = "American English",