SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Electronic Versus Open Outcry Markets: The Case of the Bund Futures Contract
12 references·2 citing·40 second hop
Electronic Versus Open Outcry Markets: The Case of the Bund Futures Contract (1998)Electronic Versus Open Outcry Markets: Th…Spreads, information flows and transparency across trading systems (1997)Spreads, information flows an…Market liquidity and depth on computerized and open outcry trading systems: A comparison of DTB and LIFFE bund contracts (1996)Market liquidity and depth on…Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)Dealer versus auction markets…Price transmission and information asymmetry in Bund futures markets: LIFFE vs. DTB (1995)Price transmission and inform…One Security, Many Markets: Determining the Contributions to Price Discovery (1995)One Security, Many Markets: D…Estimating the effective BID/ASK spread from time and sales data (1994)Estimating the effective BID/…Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…Estimation of the Bid–Ask Spread and Its Components: A New Approach (1991)Estimation of the Bid–Ask Spr…Testing for Common Trends (1988)Testing for Common TrendsTesting for Common Trends (1988)Testing for Common TrendsDeterminants of liquidity costs in commodity futures markets / 1474 (1988)Determinants of liquidity cos…A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)A Simple Implicit Measure of …Electronic Finance: A New Perspective and Challenges (2008)Electronic Finance: A New Per…Electronic trading and its implications for financial systems (2002)Electronic trading and its im…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)A Theory of Intraday Patterns: Volume and Price Variability (1988)The Theory of Industrial Organization (1988)Competition among Exchanges (2001)Liquidity, Transaction Costs, and Reintermediation in Electronic Markets (2002)Information transmission in electronic versus open-outcry trading systems: An analysis of U.S. equity index futures markets (2005)Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests (1989)Transaction Costs and Market Quality: Open Outcry Versus Electronic Trading (2001)The Profitability of Technical Analysis: A Review (2004)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)The contribution of a satellite market to price discovery: Evidence from the Singapore exchange (2004)The impact of electronic trading on bid‐ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney (2004)Continuous Auctions and Insider Trading (1985)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Trade Size and Components of the Bid-Ask Spread (1995)International Cross‐Listing and Order Flow Migration: Evidence from an Emerging Market (1998)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)The Cross-Section of Expected Stock Returns (1992)Presidential Address: Friction (2000)Advertising, Breadth of Ownership, and Liquidity (2003)The illusory nature of momentum profits (2003)Cointegration and Tests of Present Value Models (1987)Market microstructure: A survey (2000)An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps (2005)Realized Variance and Market Microstructure Noise (2006)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)Commonality in liquidity (2000)Is Information Risk a Determinant of Asset Returns? (2002)Does Algorithmic Trading Improve Liquidity? (2011)The power problems of unit root test in time series with autoregressive errors (1992)The J-Curve: a literature review (2004)The carbon Kuznets curve: A cloudy picture emitted by bad econometrics? (2007)
this work references cited by second hop

References

  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 1988Testing for Common Trends1,894 cited
  • 1995One Security, Many Markets: Determining the Contributions to Price Discovery1,625 cited
  • 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE1,009 cited
  • 1991Estimation of the Bid–Ask Spread and Its Components: A New Approach594 cited
  • 1988Testing for Common Trends428 cited
  • 1996Market liquidity and depth on computerized and open outcry trading systems: A comparison of DTB and LIFFE bund contracts118 cited
  • 1994Estimating the effective BID/ASK spread from time and sales data87 cited
  • 1995Price transmission and information asymmetry in Bund futures markets: LIFFE vs. DTB66 cited
  • 1988Determinants of liquidity costs in commodity futures markets / 147457 cited
  • 1997Spreads, information flows and transparency across trading systems55 cited

Cited by

  • 2002Electronic trading and its implications for financial systems26 cited
  • 2008Electronic Finance: A New Perspective and Challenges12 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work