Floor trading versus electronic screen trading : an empirical analysis of market liquidity and information transmission in the Nikkei stock index futures market
Year of publication: |
1995
|
---|---|
Authors: | Vila, Anne Fremault ; Sandmann, Gleb |
Publisher: |
London |
Subject: | Japan | Index-Futures | Index futures | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Deutschland | Germany | Marktmikrostruktur | Market microstructure | Marktliquidität | Market liquidity |
Extent: | 46, [3] S. graph. Darst. |
---|---|
Series: | Discussion paper series / LSE Financial Markets Group. - London, ISSN 0956-8549, ZDB-ID 2202548-0. - Vol. 218 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Essays on empirical market microstructure and high frequency data
Bellia, Mario, (2018)
-
Saito, Taiga, (2018)
-
Algorithmic trading, liquidity, and price discovery : an intraday analysis of the SPI 200 futures
Viljoen, Tina, (2014)
- More ...
-
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb, (1998)
-
The Effect of Futures Market Volume on Spot Market Volatility
Board, John, (2001)
-
Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb, (1996)
- More ...