LIQUIDITY COSTS AND SCALPING RETURNS IN THE CORN FUTURES MARKET

被引：18

作者：

BRORSEN, BW

机构：

来源：

关键词：

D O I：

10.1002/fut.3990090305

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：225 / 236

页数：12

共 16 条

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ANDERSON, RW .

[3]

Brorsen B.W., 1987, REV FUTURES MARKETS, V6, P118

[4]

CUNNINGHAM JT, 1979, INT FUTURES TRADING, V5, P155

GLOSTEN, LR .

[6]

GREER TV, 1987, UNPUB LIQUIDITY COST

[7] AN EXAMINATION OF THE DISTRIBUTION OF FUTURES PRICE CHANGES [J].

HELMS, BP ;

MARTELL, TF .

[8] PUBLIC FUTURES FUNDS [J].

IRWIN, SH ;

BRORSEN, BW .

[9]

MARTELL TF, 1979, INT FUTURES TRADING, V5, P136

[10]

NIELSEN B, 1986, PURDUE AGR EXPT STAT, V489