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 journal › Article › peer-review

Original language	English
Pages (from-to)	959-972
Journal	Applied Financial Economics
Volume	16
Publication status	Published - 2006

Cite this

@article{62ec1a5b2c9b4151af9a55ec9193af1d,

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

author = "McMillan, {David Gordon} and A Speight",

year = "2006",

language = "English",

volume = "16",

pages = "959--972",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Routledge Taylor & Francis Group",

}