Sociopolitical instability, volatility, and the bid-ask spread: Evidence from the free market for dollars in Poland

The impact of electronic trading on bid-

The impact of electronic trading on bid-ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney

✍ Michael J. Aitken; Alex Frino; Amelia M. Hill; Elvis Jarnecic 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 135 KB 👁 1 views

## 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