A note on execution costs for stock index futures : information versus liquidity effects

Henk Berkman; Tim Brailsford; Alex Frino

Year of publication:	2005
Authors:	Berkman, Henk ; Brailsford, Timothy J. ; Frino, Alex
Published in:	Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 3, p. 565-577
Subject:	Wertpapierhandel \| Securities trading \| Index-Futures \| Index futures \| Marktmikrostruktur \| Market microstructure \| Transaktionskosten \| Transaction costs \| Theorie \| Theory \| Großbritannien \| United Kingdom

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