Synapse
⌘+K
Synapse
PulseExploreClubsResearchersJournals
Instagram
HomeClubsExplore
March 1, 1993Journal of Financial and Quantitative Analysis

Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets

View Full Paper
Ask AI
Bookmark
Share

Authors

HBHendrik BessembinderWilliam Carey UniversityPSPaul J. SeguinSymrise (Germany)

Discussion

Loading...

Member takes

Implication

Key Points

Key points are not available for this paper at this time.

Cite This Study

Bessembinder et al. (1993) studied this question.

synapsesocial.com/papers/6a20f7ffe72f0fa382ecc347https://doi.org/10.2307/2331149
View Full Paper
Ask AI
Bookmark
Share

Also Consider

Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context:

  1. 1Stock Prices and Volume1992 · 1,351 citations
  2. 2A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices1973 · 2,850 citations
  3. 3Price and Trading Volume Reaction Surrounding Earnings Announcements: A Closer Examination1981 · 269 citations
  4. 4Variance Function Estimation1987 · 640 citations
  5. 5Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects1990 · 1,090 citations