Limit order book transparency, execution risk, and market liquidity : evidence from the Sydney futures exchange
Year of publication: |
2006
|
---|---|
Authors: | Bortoli, Luke ; Frino, Alex ; Fung, Joseph K. W. ; Johnstone, David |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 26.2006, 12, p. 1147-1167
|
Subject: | Derivat | Derivative | Wertpapierhandel | Securities trading | Liquidität | Liquidity | Australien | Australia |
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