Intraday study on inter-market depth and its effect on volatility in the U.S. markets.

In our study, we attempt to explore the effect of inter-market depth on volatility in the U.S. markets.

Detalles Bibliográficos
Main Authors:	Chua, Seow Yoong., Low, Oi Lai., Sum, Kelvin Chi Fai.
Outros autores:	Krishnamurti, Chandrasekhar
Formato:	Final Year Project (FYP)
Publicado:	2008
Subjects:	DRNTU::Business::Finance::Stock exchanges
Acceso en liña:	http://hdl.handle.net/10356/11690

Internet

http://hdl.handle.net/10356/11690