The liquidity of automated exchanges: New evidence from German bund futures

Journal of International Financial Markets, Institutions and Money

Volumn 8, Issue 3-4, 1998, Pages 225-241

  Frino, Alex ^a   McInish, Thomas H ^b   Toner, Martin ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

^b NONE

Author keywords

Automation; G00; G15; G20; Microstructure; Spreads

Indexed keywords

EID: 0032325299     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(98)00042-0     Document Type: Article

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