Changing the size of a futures contract: Liquidity and microstructure effects

Financial Review

Volumn 34, Issue 4, 1999, Pages 75-94

  Karagozoglu, Ahmet K ^a   Martell, Terrence F ^b  

^a HOFSTRA UNIVERSITY   (United States)

^b CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

Bid ask spreads; Contract size; Liquidity; Tick size; Trading volume

Indexed keywords

EID: 4043115535     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.1999.tb00470.x     Document Type: Article

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