Futures trading costs and market microstructure invariance : identifying bet activity
Year of publication: |
2024
|
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Authors: | Hou, Ai Jun ; Nordén, Lars L. ; Xu, Caihong |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 44.2024, 6, p. 901-922
|
Subject: | bet volatility | bet volume | market microstructure invariance | transactions costs | Marktmikrostruktur | Market microstructure | Transaktionskosten | Transaction costs | Volatilität | Volatility | Glücksspiel | Gambling | Geld-Brief-Spanne | Bid-ask spread | Effizienzmarkthypothese | Efficient market hypothesis | Handelsvolumen der Börse | Trading volume |
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