@article{75903cd2b13143ad9427bfde044a2bb1,
title = "Volatility and Trading Activity Following Changes in the Size of Future Contracts",
author = "Yiuman Tse and Johan Bjursell and Alex Frino and Wang, {George H. K.}",
note = "Johan Bjursell, Alex Frino, Yiuman Tse and George H.K. Wang Journal of Empirical Finance , 2010, vol. 17, issue 5, 967-980 Abstract: This paper has two purposes. First, we examine the relationship between daily price volatility and trading activity one year before and after a change in contract size by examining the results of contract splits in the Australian share price index futures and the U.K.",
year = "2010",
language = "American English",
volume = "17",
journal = "Journal of Empirical Finance",
}