The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market

Bart Frijns; Yiuman Tse

doi:10.1002/fut.21652

The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market

University of Missouri-St. Louis

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

Original language	American English
Journal	Journal of Futures Markets
Volume	35
DOIs	https://doi.org/10.1002/fut.21652
State	Published - Feb 1 2015

Disciplines

Economics
Finance

Access to Document

10.1002/fut.21652License: Unspecified

Cite this

@article{83a310aa339948708cbdba6730f23096,

title = "The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market",

author = "Bart Frijns and Yiuman Tse",

note = "Enter your email address below. If your address has been previously registered, you will receive an email with instructions on how to reset your password. If you don't receive an email, you should register as a new user",

year = "2015",

month = feb,

day = "1",

doi = "10.1002/fut.21652",

language = "American English",

volume = "35",

journal = "Journal of Futures Markets",

}

TY - JOUR

T1 - The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market

AU - Frijns, Bart

AU - Tse, Yiuman

N1 - Enter your email address below. If your address has been previously registered, you will receive an email with instructions on how to reset your password. If you don't receive an email, you should register as a new user

PY - 2015/2/1

Y1 - 2015/2/1

UR - http://onlinelibrary.wiley.com/doi/10.1002/fut.21652/full

UR - https://doi.org/10.1002/fut.21652

U2 - 10.1002/fut.21652

DO - 10.1002/fut.21652

M3 - Article

VL - 35

JO - Journal of Futures Markets

JF - Journal of Futures Markets

ER -

The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market

Disciplines

Access to Document

Other files and links

Cite this