SCOPUS 정보 검색 플랫폼

Volumn 24, Issue 10, 2004, Pages 923-944

Interdealer trading in futures markets

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4444384250 PISSN: 02707314 EISSN: None Source Type: Journal
DOI: 10.1002/fut.20115 Document Type: Review

Times cited : (5)

References (12)

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- Ellis, K.¹ Michaely, R.² O'Hara, M.³

2
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- Do inventories matter in dealership markets? Some evidence from the London Stock Exchange
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- (1998) Journal of Finance , vol.53 , pp. 1623-1656
- Hansch, O.¹ Naik, N.² Viswanathan, S.³

3
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- The dynamics of dealer markets under competition
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- (1983) Journal of Finance , vol.38 , pp. 1053-1074
- Ho, T.¹ Stoll, H.²

4
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- Scalper behavior in futures markets: An empirical analysis
- Kuserk, G. J., & Locke, P. R. (1993). Scalper behavior in futures markets: An empirical analysis. Journal of Futures Market, 13, 409-431.
- (1993) Journal of Futures Market , vol.13 , pp. 409-431
- Kuserk, G.J.¹ Locke, P.R.²

5
- 0002304338
- Inferring investor behavior: Evidence from TORQ data
- Lee, C. M. C., & Radhakrishna, B. (2000). Inferring investor behavior: Evidence from TORQ data. Journal of Financial Markets, 3, 83-111.
- (2000) Journal of Financial Markets , vol.3 , pp. 83-111
- Lee, C.M.C.¹ Radhakrishna, B.²

6
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- Inferring trade direction from intraday data
- Lee, C. M. C., & Ready, M. J. (1991). Inferring trade direction from intraday data. Journal of Finance, 46, 733-746.
- (1991) Journal of Finance , vol.46 , pp. 733-746
- Lee, C.M.C.¹ Ready, M.J.²

8
- 0031512410
- Futures market transaction costs
- Locke, P. R., & Venkatesh, P. C. (1997). Futures market transaction costs. Journal of Futures Markets, 17, 229-245.
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- Locke, P.R.¹ Venkatesh, P.C.²

9
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- Tests of microstructure hypotheses in the foreign exchange market
- Lyons, R. (1995). Tests of microstructure hypotheses in the foreign exchange market. Journal of Financial Economics, 39, 321-351.
- (1995) Journal of Financial Economics , vol.39 , pp. 321-351
- Lyons, R.¹

10
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- An empirical analysis of NYSE specialist trading
- Madhavan, A., & Sofianos, G. (1998). An empirical analysis of NYSE specialist trading. Journal of Financial Economics, 48, 159-210.
- (1998) Journal of Financial Economics , vol.48 , pp. 159-210
- Madhavan, A.¹ Sofianos, G.²

11
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- Life in the pits: Competitive market making and inventory control
- Manaster, S., & Mann, S. C. (1996) Life in the pits: Competitive market making and inventory control. Review of Financial Studies, 9, 953-975.
- (1996) Review of Financial Studies , vol.9 , pp. 953-975
- Manaster, S.¹ Mann, S.C.²

12
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- Does risk sharing motivate interdealer trading
- Reiss, P. C., & Werner, I. M. (1998). Does risk sharing motivate interdealer trading. Journal of Finance, 53, 1657-1703.
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- Reiss, P.C.¹ Werner, I.M.²

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