The impact of transaction costs on price discovery: Evidence from cross-listed stock index futures contracts

Pacific Basin Finance Journal

Volumn 11, Issue 2, 2003, Pages 139-151

  Frino, Alex ^a   West, Andrew ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

Author keywords

Osaka Securities Exchange; Price discovery; Securities market microstructure; SIMEX; Transaction costs

Indexed keywords

EID: 0037375243     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-538X(02)00111-7     Document Type: Article

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