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

Bart Frijns
, Yiuman Tse

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

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Economics
Finance

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

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