Three Essays on the Impact of Electronic Screen Trading in Futures Markets

Three Essays on the Impact of Electronic Screen Trading in Futures Markets PDF Author: Amelia M. Hill
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 410

Get Book Here

Book Description

Three Essays on the Impact of Electronic Trading in Futures Markets

Three Essays on the Impact of Electronic Trading in Futures Markets PDF Author: Luke Bortoli
Publisher:
ISBN:
Category : Electronic trading of securities
Languages : en
Pages : 476

Get Book Here

Book Description

Essays on the Microstructure of Equity Index Futures Markets

Essays on the Microstructure of Equity Index Futures Markets PDF Author: Sandip Dutta
Publisher:
ISBN:
Category :
Languages : en
Pages : 125

Get Book Here

Book Description
Previous studies (on NASDAQ and the Chicago Mercantile Exchange) have documented that electronic trades make a dominant contribution to the price discovery process, as compared to floor trades. In this dissertation, I extend the body of literature on the microstructure of electronic trading in financial markets, with particular emphasis on the E-mini futures markets. In the three essays that are documented here, I present a microscopic examination of price dynamics and futures trading in the E-mini futures markets at the Chicago Mercantile Exchange.

Three Essays on the Futures Markets

Three Essays on the Futures Markets PDF Author: Abhay H. Abhyankar
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

Get Book Here

Book Description

Three Essays on Futures Markets

Three Essays on Futures Markets PDF Author: Luyang Fu
Publisher:
ISBN:
Category :
Languages : en
Pages : 184

Get Book Here

Book Description

Three essays on market depth in futures markets

Three essays on market depth in futures markets PDF Author: Alexandre Aidov
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

Get Book Here

Book Description

Three Essays on International Futures Markets

Three Essays on International Futures Markets PDF Author: Zi Ning
Publisher:
ISBN:
Category : Futures
Languages : en
Pages : 212

Get Book Here

Book Description

Three Essays on the Economic Role of Stock Index Futures Markets

Three Essays on the Economic Role of Stock Index Futures Markets PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 129

Get Book Here

Book Description

Three Essays on the Economic Role of Stock Index Futures Markets

Three Essays on the Economic Role of Stock Index Futures Markets PDF Author: Anne Fremault
Publisher:
ISBN:
Category :
Languages : en
Pages : 258

Get Book Here

Book Description

Three Essays Examining Price Movements of Futures Contracts Traded in China

Three Essays Examining Price Movements of Futures Contracts Traded in China PDF Author: Ren Zhang
Publisher:
ISBN:
Category :
Languages : en
Pages :

Get Book Here

Book Description