The impact of transaction costs on price discovery : evidence from cross-listed stock index futures contracts
Alex Frino; Andrew West
| Year of publication: |
2003
|
|---|---|
| Authors: | Frino, Alex ; West, Andrew |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 11.2003, 2, p. 139-151
|
| Subject: | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Index-Futures | Index futures | Transaktionskosten | Transaction costs | Marktmikrostruktur | Market microstructure | Japan | Singapur | Singapore |
| Extent: | graph. Darst |
|---|---|
| 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/10001758257