The dynamic relationship of volatility, volume and market depth in currency futures markets.

Hung-Gay Fung; Gary A. Patterson

The dynamic relationship of volatility, volume and market depth in currency futures markets.

University of South Florida

Research output: Contribution to conference › Presentation

Original language	American English
State	Published - Oct 1 1996

Disciplines

Business
Finance

Cite this

@conference{f68b7bf6350d408a8493205d90f94198,

title = "The dynamic relationship of volatility, volume and market depth in currency futures markets.",

author = "Hung-Gay Fung and Patterson, \{Gary A.\}",

note = "Fung, H.-G. \& Patterson, G.A. (1996). The dynamic relationship of volatility, volume and market depth in currency futures markets. Paper presented at the Financial Management Association conference, New Orleans, LA, October 1996.",

year = "1996",

month = oct,

day = "1",

language = "American English",

}

TY - CONF

T1 - The dynamic relationship of volatility, volume and market depth in currency futures markets.

AU - Fung, Hung-Gay

AU - Patterson, Gary A.

N1 - Fung, H.-G. & Patterson, G.A. (1996). The dynamic relationship of volatility, volume and market depth in currency futures markets. Paper presented at the Financial Management Association conference, New Orleans, LA, October 1996.

PY - 1996/10/1

Y1 - 1996/10/1

UR - https://digitalcommons.usf.edu/fac_publications/957

M3 - Presentation

ER -

The dynamic relationship of volatility, volume and market depth in currency futures markets.

Disciplines

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