Limit Orders, Trading Activity, and Transactions Costs in Equity Futures in an Electronic Trading Environment
Year of publication: |
2010
|
---|---|
Authors: | Switzer, Lorne N. ; Fan, Haibo |
Published in: |
International Econometric Review (IER). - Ekonometrik Araştırmalar Derneği, ISSN 1308-8815. - Vol. 2.2010, 1, p. 11-35
|
Publisher: |
Ekonometrik Araştırmalar Derneği |
Subject: | Limit Orders | Trading Activity | Transactions Costs | Electronic Trading |
-
Switzer, Lorne N., (2010)
-
Central counterparties and liquidity provision in cash markets
Richter, Thomas, (2021)
-
Explaining time-varying risk of electricity forwards: trading activity and news announcements
Schulz, Frowin C., (2010)
- More ...
-
Switzer, Lorne N., (2010)
-
Screen based trading, the cost of carry, and futures market efficiency
Switzer, Lorne N., (2009)
-
Switzer, Lorne N., (2008)
- More ...