Effects of Futures Trading on the Spot Market Bid–Ask Spread
✍ Scribed by Silvia Gerber; Peter Simmons
- Book ID
- 108550098
- Publisher
- John Wiley and Sons
- Year
- 1998
- Tongue
- English
- Weight
- 128 KB
- Volume
- 66
- Category
- Article
- ISSN
- 1463-6786
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
## Abstract We investigate intraday bid‐ask spreads (BAS), volatility, and trading activity of thinly traded equity index futures contracts on the Singapore Exchange. Contrary to previous findings, we find a rather flat BAS pattern during the trading day. However, consistent with past findings, an
## 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