Tick size reduction, execution costs, and informational...

Tick size reduction, execution costs, and informational efficiency in the regular and E-mini Nasdaq-100 index futures markets

Alexander Kurov
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Volume:
28
Year:
2008
Language:
english
Pages:
18
DOI:
10.1002/fut.20341
File:
PDF, 161 KB
english, 2008
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