Volatility, global information, and market conditions: a study in futures markets

Authors :: Hung-Gay Fung
Patterson, Gary A.
Source :: Journal of Futures Markets. Feb, 2001, Vol. 21 Issue 2, p173, 2 p.
Publication Year :: 2001
Abstract: Research is presented concerning the relationship which exists between the timing of the flow of information and the behavior of return volatility in a variety of market conditions. The influence of market depth and trading volume is discussed.

Subjects :: Foreign exchange -- Research
Futures -- Research
Money -- Prices and rates
Business
Business, general

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