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Intraday Empirical Regularities in Interest Rate and Equity Index Futures Markets, and the Effect of Macroeconomic Announcements

M. Buckle, O. ap Gwilym, S.H. Thomas, M.S. Woodhams, Mike Buckle Orcid Logo

Journal of Business Finance & Accounting, Volume: 25, Issue: 7&8, Pages: 921 - 944

Swansea University Author: Mike Buckle Orcid Logo

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DOI (Published version): 10.1111/1468-5957.00219

Published in: Journal of Business Finance & Accounting
Published: 1998
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College: Faculty of Humanities and Social Sciences
Issue: 7&8
Start Page: 921
End Page: 944