A note on execution costs for stock index futures : information versus liquidity effects
Year of publication: |
2005
|
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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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