The impact of time duration between trad
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Mark E. Holder; Min Qi; Amit K. Sinha
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Article
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2004
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John Wiley and Sons
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English
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## Abstract Recent research in finance has indicated that the institutional structure in which financial asset prices are determined can have a nontrivial impact on pricing. This report examines transaction level data for Treasury Note futures contracts traded at the Chicago Board of Trade (CBOT) t