The impact of electronic trading on bid-ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney

Journal of Futures Markets

Volumn 24, Issue 7, 2004, Pages 675-696

  Aitken, Michael J ^b   Frino, Alex ^a   Hill, Amelia M ^a   Jarnecic, Elvis ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2942528669     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.20106     Document Type: Article

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