The impact of electronic trading on bid-ask spreads : evidence from futures markets in Hong Kong, London, and Sydney
Year of publication: |
2004
|
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Authors: | Aitken, Michael J. ; Frino, Alex ; Hill, Amelia M. ; Jarnecic, Elvis |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 24.2004, 7, p. 675-696
|
Subject: | Derivat | Derivative | Elektronisches Handelssystem | Electronic trading | Geld-Brief-Spanne | Bid-ask spread | Hongkong | Hong Kong | Großbritannien | United Kingdom | Australien | Australia |
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