Size clustering in the FTSE100 index futures market.

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@article{20038f5961914d1f830a7ad1088e6e31,

title = "Size clustering in the FTSE100 index futures market.",

author = "\{ap Gwilym\}, O.M. and \{Ap Gwilym\}, O. and L. Meng",

year = "2010",

month = may,

day = "1",

doi = "10.1002/fut.20429",

language = "English",

volume = "30",

pages = "432--443",

journal = "Journal of Future Markets",

number = "5",

}