Structural changes, bid-ask spread composition and tick size in inter-bank futures trading
Frank McGroarty, Owain Ap Gwilym and Stephen Thomas
| Year of publication: |
2011
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|---|---|
| Authors: | McGroarty, Frank ; Ap Gwilym, Owain ; Thomas, Stephen |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 17.2011, 3/4, p. 285-306
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| Subject: | bid-ask spreads | futures | market microstructure | price clustering | tick size | Geld-Brief-Spanne | Bid-ask spread | Marktmikrostruktur | Market microstructure | Warenbörse | Commodity exchange | Derivat | Derivative | Zweitlisting | Dual listing |
| 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/10009155402