A reverse index futures split effect on liquidity and market dynamics
Fassas Athanasios, Hourvouliades Nikolas
Year of publication: |
2017
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Authors: | Athanasios, Fassas ; Nikolas, Hourvouliades |
Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-2281, ZDB-ID 2765392-4. - Vol. 3.2017, 3, p. 235-252
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Subject: | futures market microstructure | FTSE/ATHEX large cap index | reverse split | bid-ask spread | trading volume | volatility | Geld-Brief-Spanne | Bid-ask spread | Volatilität | Volatility | Index-Futures | Index futures | Marktmikrostruktur | Market microstructure | Handelsvolumen der Börse | Trading volume | Liquidität | Liquidity | Derivat | Derivative | Schätzung | Estimation |
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