I thank Lou Abarcar, Arabinda Basistha, Robert Daigler (the referee), Upinder Dhillon, Grigori Erenburg, Gerald Gay (the editor), Andrew Harvey, Dennis Lasser, Peter Locke, Stephen Satchell, and Robert Webb for helpful comments and suggestions. Special thanks to Alessio Sancetta for many helpful discussions. I am also grateful to the staff of the Commodity Futures Trading Commission for their help in obtaining the data. Any remaining errors are my own.
INFORMATION AND NOISE IN FINANCIAL MARKETS: EVIDENCE FROM THE E-MINI INDEX FUTURES
Article first published online: 5 SEP 2008
© 2008 The Southern Finance Association and the Southwestern Finance Association
Journal of Financial Research
Volume 31, Issue 3, pages 247–270, Fall 2008
How to Cite
Kurov, A. (2008), INFORMATION AND NOISE IN FINANCIAL MARKETS: EVIDENCE FROM THE E-MINI INDEX FUTURES. Journal of Financial Research, 31: 247–270. doi: 10.1111/j.1475-6803.2008.00239.x
- Issue published online: 5 SEP 2008
- Article first published online: 5 SEP 2008
Options for accessing this content:
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!