Locke, Peter. "Volatility and Liquidity in Futures Markets, Research Paper 9612," Research Papers (Federal Reserve Bank of New York) (May 1996). https://fraser.stlouisfed.org/title/6570/item/615527, accessed on November 30, 2023.
- lcc: HG136 .R45 no.9612
- oclc: 35121108
- fip:fednrp:9612: