The determinants of bid-ask spreads in the foreign exchange futures market: A microstructure analysis

Journal of Futures Markets

Volumn 19, Issue 3, 1999, Pages 307-324

  Ding, David K ^a  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033422795     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199905)19:3<307::AID-FUT4>3.0.CO;2-5     Document Type: Article

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