Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading

Journal of Futures Markets

Volumn 23, Issue 7, 2003, Pages 647-659

  Ap Gwilym, Owain ^a   Alibo, Evamena ^b  

^a ABERYSTWYTH UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0037779365     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10080     Document Type: Review

References (30)

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