Price clustering in E-mini and floor-traded index futures

Journal of Futures Markets

Volumn 26, Issue 3, 2006, Pages 269-295

  Chun, Huimin ^b   Chiang, Shumei ^a,c  

^a National Chiao Tung University ^*  (Taiwan)

^b NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

^c LUNGHWA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 32544461868     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.20196     Document Type: Review

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