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Electronic Versus Open Outcry Markets: The Case of the Bund Futures Contract · Study

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PreprintElectronic Versus Open Outcry Markets: The Case of the Bund Futures Contract

Francis Breedon1998

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Preprintgreen1998

Electronic Versus Open Outcry Markets: The Case of the Bund Futures Contract

Francis Breedon

28 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Stochastic processes and financial applications Finance, Markets, and Regulation

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References

1991Inferring Trade Direction from Intraday Data 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market 1988Testing for Common Trends 1995One Security, Many Markets: Determining the Contributions to Price Discovery 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE 1991Estimation of the Bid–Ask Spread and Its Components: A New Approach 1988Testing for Common Trends 1996Market liquidity and depth on computerized and open outcry trading systems: A comparison of DTB and LIFFE bund contracts

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2002Electronic trading and its implications for financial systems

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Details

Year1998

Typepreprint

Published1998-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations28

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.58143

openalex_workW2102953200

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