Structural changes, bid-ask spread composition and tick size in inter-bank futures trading
Year of publication: |
2011
|
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Authors: | McGroarty, Frank ; Ap Gwilym, Owain ; Thomas, Stephen |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 17.2011, 3/4, p. 285-306
|
Subject: | bid-ask spreads | futures | market microstructure | price clustering | tick size | Geld-Brief-Spanne | Bid-ask spread | Marktmikrostruktur | Market microstructure | Derivat | Derivative |
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