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  • Search: subject:"SYDNEY FUTURES EXCHANGE"
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Year of publication
Subject
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Sydney Futures Exchange 4 Australia 3 Australien 3 Anleihe 1 BIDâ€ASK SPREADS 1 Bid-ask spread 1 Bond 1 Derivat 1 Derivative 1 Estimation 1 Financial market regulation 1 Finanzmarktregulierung 1 Futures Markets 1 Geld-Brief-Spanne 1 Interest rate derivative 1 MICROSTRUCTURE 1 Market liquidity 1 Marktliquidität 1 Option trading 1 Optionsgeschäft 1 Preismanagement 1 Pricing strategy 1 SYDNEY FUTURES EXCHANGE 1 Schätzung 1 Theorie 1 Theory 1 Zinsderivat 1 tick size reduction 1
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Online availability
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Free 1 Undetermined 1
Type of publication
All
Article 4 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 3 Aufsatz in Zeitschrift 3 Thesis 1
Language
All
English 4 Undetermined 1
Author
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Alampieski, Kiril 2 Bhar, Ramaprasad 2 Chiarella, Carl 1 Duffy, Matthew 1 Frino, Alex 1 Lepone, Andrew 1 Stevenson, Max 1
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Published in...
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand 1 Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore 1 Australian Journal of Management 1 Xiang gang jing ji xue hui hui kan : annual publ. of the Hong Kong Economic Assoc. 1
Source
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ECONIS (ZBW) 3 BASE 1 RePEc 1
Showing 1 - 5 of 5
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The impact of a tick size reduction in Futures Markets: evidence from the Sydney Futures Exchange
Alampieski, Kiril - 2008
sets, the first provided by SIRCA and the second a proprietary data set provided by the Sydney Futures Exchange, this study …
Persistent link: https://www.econbiz.de/10009480068
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Impact of a tick size reduction on liquidity : evidence from the Sydney Futures Exchange
Alampieski, Kiril; Lepone, Andrew - In: Accounting and finance : journal of the Accounting … 49 (2009) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10003820724
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An Analysis of Intraday Quoted Bidâ€Ask Spreads in Futures Markets: Evidence from the Sydney Futures Exchange
Frino, Alex; Stevenson, Max; Duffy, Matthew - In: Australian Journal of Management 23 (1998) 2, pp. 185-202
Prior research documents an elevation in bidâ€ask spreads at the open and close of trading in futures markets. These findings directly contradict prior literature examining option and equities markets organised as competitive dealer markets, which also document a widening in spreads at the...
Persistent link: https://www.econbiz.de/10010769339
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Pricing of futures options by use of generalised binomial lattice model : an empirical study on the SFE
Bhar, Ramaprasad - In: Xiang gang jing ji xue hui hui kan : annual publ. of … 24 (1996), pp. 41-54
Persistent link: https://www.econbiz.de/10001211581
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Martingale property in bond futures return including volatility spillover effect from bank bill futures
Bhar, Ramaprasad - In: Asia Pacific journal of management : APJM ; a … 12 (1995) 1, pp. 37-48
Persistent link: https://www.econbiz.de/10001179462
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