An analysis of intraday quoted bid-ask spreads in futures markets: Evidence from the Sydney futures exchange

Australian Journal of Management

Volumn 23, Issue 2, 1998, Pages 185-202

  Frino, Alex ^a   Stevenson, Max ^b   Duffy, Matthew ^b  

^a UNIVERSITY OF SYDNEY   (Australia)

^b UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

Author keywords

Bid Ask Spreads; Microstructure; Sydney Futures Exchange

Indexed keywords

EID: 2942600461     PISSN: 03128962     EISSN: 13272020     Source Type: Journal    
DOI: 10.1177/031289629802300204     Document Type: Article

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