Heterogeneous Information Flows and Intra-Day Volatility Dynamics: Evidence from the UK FTSE-100 Stock Index Futures Market

David Gordon McMillan, A Speight

    Research output: Contribution to journalArticlepeer-review

    7 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)959-972
    JournalApplied Financial Economics
    Volume16
    Publication statusPublished - 2006

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