Futures trading and market microstructure of the underlying...

Futures trading and market microstructure of the underlying security: A high frequency experiment at the single stock future level

Phylaktis, Kate, Manalis, Gikas
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Volume:
13
Language:
english
Journal:
Borsa Istanbul Review
DOI:
10.1016/j.bir.2013.10.012
Date:
December, 2013
File:
PDF, 476 KB
english, 2013
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