Intraday study on inter-market depth and its effect on volatility in the U.S. markets.
Chua, Seow Yoong.
Low, Oi Lai.
Sum, Kelvin Chi Fai.
Date of Issue2001
College of Business (Nanyang Business School)
In our study, we attempt to explore the effect of inter-market depth on volatility in the U.S. markets.
Final Year Project (FYP)
Nanyang Technological University