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Price discovery and liquidity characteristics for U.S. electronic futures and ETF markets
Oztekin, A. Senol; Mishra, Suchismita; Jain, Pankaj K.; … - In: The journal of trading 12 (2017) 2, pp. 59-72
Persistent link: https://www.econbiz.de/10011699636
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Understanding spread in the electronic futures markets : financial crisis perspective
Oztekin, A. Senol; Dandapani, Krishnan; Mishra, Suchismita - In: Applied economics 50 (2018) 20, pp. 2243-2250
Persistent link: https://www.econbiz.de/10011850124
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The role of fleeting orders on option expiration days
Figueiredo, Antonio; Jain, Pankaj K.; Mishra, Suchismita - In: Quantitative finance 23 (2023) 10, pp. 1511-1529
Persistent link: https://www.econbiz.de/10014419175