A note on execution costs for stock index futures: Information versus liquidity effects
| Year of publication: |
2005
|
|---|---|
| Authors: | Berkman, Henk ; Brailsford, Tim ; Frino, Alex |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 29.2005, 3, p. 565-577
|
| Publisher: |
Elsevier |