Similar Search Results - EconBiz

A note on execution costs for stock index futures : information versus liquidity effects

Berkman, Henk; Brailsford, Timothy J.; Frino, Alex - In: Journal of banking & finance 29 (2005) 3, pp. 565-577

Persistent link: https://www.econbiz.de/10002516846

A note on execution costs for stock index futures: Information versus liquidity effects

Berkman, Henk; Brailsford, Tim; Frino, Alex - In: Journal of Banking & Finance 29 (2005) 3, pp. 565-577

Persistent link: https://www.econbiz.de/10005194615

Stock Market Automation and the Transmission of Information Between Spot and Futures Markets

Brailsford, Tim; Frino, Alex; Hodgson, Allan; West, Andrew - 1999

This paper examines the impact of automated trading in the stock market on the information transmission between the stock and futures markets. This issue is of particular relevance given the trend of exchanges to introduce automated trading. We focus on the Australian market as its institutional...

Persistent link: https://www.econbiz.de/10009451288

[Rezension von: McTaggart, J. M., ..., The value imperative]

Brailsford, Timothy J. - In: The economic record : er 71 (1995) 214, pp. 305-306

Persistent link: https://www.econbiz.de/10001347540

The market spread, limit orders and options

Berkman, Henk - 1991

Persistent link: https://www.econbiz.de/10000835604

The Capital Asset Pricing Model : a revolutionary idea in finance

Berkman, Henk - In: Abacus : a journal of accounting, finance and business … 49 (2013), pp. 32-35

Persistent link: https://www.econbiz.de/10009713190

Large option trades, market makers, and limit orders

Berkman, Henk - In: The review of financial studies 9 (1996) 3, pp. 977-1002

Persistent link: https://www.econbiz.de/10001209077

The market spread, limit orders, and options

Berkman, Henk - In: Journal of financial services research : JFSR 6 (1992) 4, pp. 399-415

Persistent link: https://www.econbiz.de/10001331248

Large option trades and the difference between market makers and limit orders as supplier of liquidity

Berkman, Henk - 1992

Persistent link: https://www.econbiz.de/10000853904

Intraday patterns in the quoted spread on the options exchange and the influence of the limit-orderbook

Berkman, Henk - In: Revue économique : revue bimestrielle 41 (1990) 5, pp. 789-798

Persistent link: https://www.econbiz.de/10001095416

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