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Electronic versus open outcry trading in agricultural commodities futures markets

โœ Scribed by Valeria Martinez; Paramita Gupta; Yiuman Tse; Jullavut Kittiakarasakun


Book ID
116869015
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
521 KB
Volume
20
Category
Article
ISSN
1058-3300

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Transaction Costs and Market Quality: Op
โœ Yiuman Tse; Tatyana V. Zabotina ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 256 KB

## Abstract On May 10, 1999, the London International Financial Futures and Options Exchange (LIFFE) transferred trading in the Financial Times Stock Exchange (FTSE) 100 Index futures contracts from outcry to LIFFE CONNECT, its electronic trading system. We find lower spreads in the electronic mark