Limit order book transparency, execution risk, and market liquidity: Evidence from the Sydney Futures Exchange.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 12, p. 1147, doi. 10.1002/fut.20236
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2006 AND VI 26 AND IP 12
Results: 5
1
2
Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 12, p. 1169, doi. 10.1002/fut.20237
- By:
- Publication type:
- Article
3
Transaction tax and market quality of the Taiwan stock index futures.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 12, p. 1195, doi. 10.1002/fut.20238
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- Publication type:
- Article
4
Dynamic trading value at risk: Futures floor trading.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 12, p. 1217, doi. 10.1002/fut.20239
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- Publication type:
- Article
5
Editor's note.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 12, p. 1145, doi. 10.1002/fut.20240
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- Publication type:
- Article