Closing call auctions at the index futures market
Björn Hagströmer and Lars Nordén
| Year of publication: |
2014
|
|---|---|
| Authors: | Hagströmer, Björn ; Nordén, Lars |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 4, p. 299-319
|
| Subject: | Limit order book model | Index-Futures | Index futures | Auktion | Auction | Börsenkurs | Share price | Marktliquidität | Market liquidity | Wertpapierhandel | Securities trading | Schätzung | Estimation | USA | United States | 2008-2010 |
| 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://www.econbiz.de/10010355429