Is it time to split the S&P 500 futures contract?

Financial Analysts Journal

Volumn 54, Issue 1, 1998, Pages 23-35

  Huang, Roger D ^a   Stoll, Hans R ^a  

^a VANDERBILT UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041295726     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v54.n1.2142     Document Type: Article

References (15)

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9. _. 1996. "Does a Large Minimum Price Variation Encourage Order Exposure?" Working paper, NYSE.
10. Huang, Roger D., and Hans R. Stoll. 1996. "Revenues of Suppliers versus Execution Costs of Investors: Evidence from the NYSE." Working paper, Vanderbilt University.
11. Huang, Roger D., and H. Martin Weingartner. 1996. "Do Market Makers Suffer from Splitting Headaches?" Working paper, Vanderbilt University.
12. Lamoureux, Christopher, and Percy Poon. 1987. "The Market Reaction to Stock Splits." Journal of Finance, vol. 42, no. 3 (July):1347-70.
13. Maloney, Michael T., and J. Harold Mulherin. 1992. "The Effects of Splitting on the Ex: A Microstructure Reconciliation." Financial Management, vol. 21, no. 4 (Winter): 44-59.
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15. Martini, Christine A., and Roger J. Dymke. 1995. "Liquidity in the Australian SPI Futures Market Following a Redenomination of the Contract." Working paper, University of Melbourne.