Trading mechanisms and trading preferences on a 24-hour futures market: A case study of the Floor/GLOBEX switch on MATIF

Journal of Banking and Finance

Volumn 20, Issue 10, 1996, Pages 1695-1713

  Chow, Edward H ^a,b   Lee, Jie Haun ^a   Shyy, Gang ^a,c  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

^b NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

^c UNIVERSITY OF READING   (United Kingdom)

Author keywords

GLOBEX; Interest rate futures; MATIF; Microstructure; Trading mechanism

Indexed keywords

EID: 0030529316     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(96)00015-5     Document Type: Article

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