Structural changes, bid-ask spread composition and tick size in inter-bank futures trading
Year of publication: |
2011
|
---|---|
Authors: | McGroarty, Frank ; Gwilym, Owain ap ; Thomas, Stephen |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 17.2011, 4, p. 285-306
|
Publisher: |
Taylor & Francis Journals |
Subject: | bid-ask spreads | futures | market microstructure | price clustering | tick size |
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