| Document Date: 2015-06-04 06:24:08
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Company Futures Asia Europe America / Idt / / Continent America / Asia / Europe / / Facility Conference University of Illinois at Chicago May / Futures Market Oleg Bondarenko University of Illinois at Chicago Joint / / MarketIndex S&P 500 / / Organization University of Illinois at Chicago / / Person Pete Kyle / Oleg Bondarenko Intraday / B . Oleg Bondarenko Intraday / Anna Obizhaeva / / ProvinceOrState New Brunswick / Illinois / / Technology Flash / / |
Intraday Trading Invariance in the E-Mini S&P 500 Futures Market Oleg Bondarenko University of Illinois at Chicago Joint with Torben G. Andersen, Pete Kyle, and Anna Obizhaeva