𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Joel Hasbrouck: Empirical Market Microstructure

✍ Scribed by Rico von Wyss


Book ID
107341601
Publisher
Springer US
Year
2007
Tongue
English
Weight
101 KB
Volume
21
Category
Article
ISSN
1555-4961

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Market microstructure of FT-SE 100 index
✍ Tse, Yiuman πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 382 KB πŸ‘ 2 views

This article examines the market microstructure of the FT-SE Index futures market by analyzing the intraday patterns of bid-ask spreads and trading activity. The patterns are remarkably different from those of stock and options markets because of the futures market's open outcry system with frenzied