The dynamic relationship of volatility, volume and market depth in currency futures markets.
Financial Management Association
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.
Creative Commons License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.