Size clustering in the FTSE100 index futures market.

Research output: Contribution to journalArticlepeer-review

Standard Standard

Size clustering in the FTSE100 index futures market. / ap Gwilym, O.M.; Ap Gwilym, O.; Meng, L.
In: Journal of Future Markets, Vol. 30, No. 5, 01.05.2010, p. 432-443.

Research output: Contribution to journalArticlepeer-review

HarvardHarvard

ap Gwilym, OM, Ap Gwilym, O & Meng, L 2010, 'Size clustering in the FTSE100 index futures market.', Journal of Future Markets, vol. 30, no. 5, pp. 432-443. https://doi.org/10.1002/fut.20429

APA

ap Gwilym, O. M., Ap Gwilym, O., & Meng, L. (2010). Size clustering in the FTSE100 index futures market. Journal of Future Markets, 30(5), 432-443. https://doi.org/10.1002/fut.20429

CBE

ap Gwilym OM, Ap Gwilym O, Meng L. 2010. Size clustering in the FTSE100 index futures market. Journal of Future Markets. 30(5):432-443. https://doi.org/10.1002/fut.20429

MLA

ap Gwilym, O.M., O. Ap Gwilym and L. Meng. "Size clustering in the FTSE100 index futures market.". Journal of Future Markets. 2010, 30(5). 432-443. https://doi.org/10.1002/fut.20429

VancouverVancouver

ap Gwilym OM, Ap Gwilym O, Meng L. Size clustering in the FTSE100 index futures market. Journal of Future Markets. 2010 May 1;30(5):432-443. doi: 10.1002/fut.20429

Author

ap Gwilym, O.M. ; Ap Gwilym, O. ; Meng, L. / Size clustering in the FTSE100 index futures market. In: Journal of Future Markets. 2010 ; Vol. 30, No. 5. pp. 432-443.

RIS

TY - JOUR

T1 - Size clustering in the FTSE100 index futures market.

AU - ap Gwilym, O.M.

AU - Ap Gwilym, O.

AU - Meng, L.

PY - 2010/5/1

Y1 - 2010/5/1

U2 - 10.1002/fut.20429

DO - 10.1002/fut.20429

M3 - Article

VL - 30

SP - 432

EP - 443

JO - Journal of Future Markets

JF - Journal of Future Markets

IS - 5

ER -