Journal of Futures MarketsVolume 14, Issue 7 p. 837-859 Article An intraday analysis of Bid-Ask spreads and price volatility in the S&P 500 index futures market George H. K. Wang, George H. K. Wang George H. K. Wang is a Senior Financial Economist at the Commodity Futures Trading Commission and an Adjunct Faculty in the Department of Finance, George Mason University.Search for more papers by this authorRaphael J. Michalski, Raphael J. Michalski Raphael J. Michalski is a Financial Economist at the Commodity Futures Trading CommissionSearch for more papers by this authorJames V. Jordan, James V. Jordan James V. Jordan is an Associate Professor in the Department of Finance, George Washington University, Washington, DC.Search for more papers by this authorEugene J. Moriarty, Eugene J. Moriarty Eugene J. Moriarty is President, Evergreen Financial Management, Inc., Arlington, VA.Search for more papers by this author George H. K. Wang, George H. K. Wang George H. K. Wang is a Senior Financial Economist at the Commodity Futures Trading Commission and an Adjunct Faculty in the Department of Finance, George Mason University.Search for more papers by this authorRaphael J. Michalski, Raphael J. Michalski Raphael J. Michalski is a Financial Economist at the Commodity Futures Trading CommissionSearch for more papers by this authorJames V. Jordan, James V. Jordan James V. Jordan is an Associate Professor in the Department of Finance, George Washington University, Washington, DC.Search for more papers by this authorEugene J. Moriarty, Eugene J. Moriarty Eugene J. Moriarty is President, Evergreen Financial Management, Inc., Arlington, VA.Search for more papers by this author First published: October 1994 https://doi.org/10.1002/fut.3990140706Citations: 51 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume14, Issue7October 1994Pages 837-859 RelatedInformation