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

Authors

Hung-Gay Fung
Gary A. PattersonFollow

SelectedWorks Author Profiles:

Gary A. Patterson

Document Type

Presentation

Publication Date

1996

Comments

Citation only.

Language

en_US

Publisher

Financial Management Association

Recommended Citation

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.