Information and volatility in futures and spot markets: The Case of the Japanese yen

• 1 April 1998
• journal article
• research article
• Published by Wiley in Journal of Futures Markets
• Vol. 18  (2) , 201-223
• https://doi.org/10.1002/(sici)1096-9934(199804)18:2<201::aid-fut5>3.0.co;2-v

Abstract