The split of the S&P 500 contract : effects on liquidity and market dynamics
Year of publication: |
2003
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Authors: | Karagozoglu, Ahmet K. ; Martell, Terrence F. ; Wang, George H. K. |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 21.2003, 4, p. 323-348
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Subject: | tick size | Rohstoffderivat | Commodity derivative | Geld-Brief-Spanne | Bid-ask spread | Liquidität | Liquidity | USA | United States | Zweitlisting | Dual listing |
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