An empirical analysis of the supply of liquidity by locals in futures markets: Evidence from the Sydney Futures Exchange
β Scribed by Alex Frino; Elvis Jarnecic
- Book ID
- 117627805
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 86 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0927-538X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Shantaram P. Hegde Ben Branch imultaneous spot and futures trading in T-bills permits investors to construct S a combination of spot and futures positions that is a close substitute for a corresponding pure spot bill position. If the net returns on the spot-futures combination exceed the comparable
## Abstract During 1999 and 2000, three major futures exchanges transferred trading in stock index futures from open outcry to electronic markets: the London International Financial Futures and Options Exchange (LIFFE); the Sydney Futures Exchange (SFE); and the Hong Kong Futures Exchange (HKFE). T
## Abstract This study examines the competition in price discovery among stock index, index futures, and index options in Taiwan. The priceβdiscovery ability of the Taiwan Top 50 Tracker Fund, an exchangeβtraded fund based on the Taiwan 50 index is examined. The authors find that, after the minimum