The Impact of Market-Specific Public Information on Return Variance in an Illiquid Market

Authors

Rohan Christie David, University of Southern Mississippi
Timothy W. Koch, University of South Carolina

Document Type

Article

Publication Date

12-1-1997

Department

Finance, Real Estate, and Business Law

Publication Title

Journal of Futures Markets

Volume

17

Issue

8

First Page

887

Last Page

908

Recommended Citation

Christie David, R., Koch, T. W. (1997). The Impact of Market-Specific Public Information on Return Variance in an Illiquid Market. Journal of Futures Markets, 17(8), 887-908.
Available at: https://aquila.usm.edu/fac_pubs/5459