The Split of the S&P 500 Futures Contract: Effects on Liquidity and Market Dynamics
| Year of publication: |
2003
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|---|---|
| Authors: | Karagozoglu, Ahmet K. ; Martell, Terrence F. ; Wang, George H.K. |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 21.2003, 4, p. 323-348
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