A reverse index futures split effect on liquidity and market dynamics
Fassas Athanasios, Hourvouliades Nikolas
| Year of publication: |
2017
|
|---|---|
| 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 | Handelsvolumen der Börse | Trading volume | Derivat | Derivative | Marktmikrostruktur | Market microstructure | Liquidität | Liquidity | Aktiensplit | Stock split | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011875992