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Intraday Trading Invariants for Equity-Index Futures · Intraday Trading Invariants for Equity-Index Futures Torben G. Andersen, Oleg Bondarenko, Albert S. Kyle and Anna Obizhaeva
The intraday determination of liquidity in the NYSE LIFFE equity …repository.essex.ac.uk/24175/1/The intraday determination... · 2019-03-09 · 1 The intraday determination of
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Intraday Trading Invariants for Equity-Index Futures · 2015. 1. 28. · Intraday Trading Invariants for Equity-Index Futures Torben G. Andersen, Oleg Bondarenko, Albert S. Kyle and
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