Limit order book transparency, execution risk, and market liquidity : evidence from the Sydney futures exchange
Luke Bortoli; Alex Frino; Joseph K. W. Fung; David Johnstone
| Year of publication: |
2006
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|---|---|
| Authors: | Bortoli, Luke ; Frino, Alex ; Fung, Joseph K. W. ; Johnstone, David |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 26.2006, 12, p. 1147-1167
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| Subject: | Derivat | Derivative | Wertpapierhandel | Securities trading | Liquidität | Liquidity | Australien | Australia |
| 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/10003392008