The liquidity of automated exchanges : new evidence from German Bund futures
Year of publication: |
1998
|
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Authors: | Frino, Alex ; McInish, Thomas H. ; Toner, Martin |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 8.1998, 3/4, p. 225-241
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Subject: | Elektronisches Handelssystem | Electronic trading | Liquidität | Liquidity | Geld-Brief-Spanne | Bid-ask spread | Zinsderivat | Interest rate derivative | Staatspapier | Government securities | Volatilität | Volatility | Deutschland | Germany | Großbritannien | United Kingdom | 1992-1997 |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of international financial markets, institutions & money |
Source: | ECONIS - Online Catalogue of the ZBW |
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