## Abstract This article examines the marketβimpact cost of trades executed in futures markets, which is commonly referred to as __slippage__. With the use of a unique data set provided by the Sydney Futures Exchange, this article documents that slippage costs incurred in executing packages of trad
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TESTING THE EFFICIENT MARKETS THEORY ON THE SYDNEY WOOL FUTURES EXCHANGE
β Scribed by P. D. PRAETZ
- Book ID
- 115211117
- Publisher
- John Wiley and Sons
- Year
- 1975
- Tongue
- English
- Weight
- 550 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0004-900X
No coin nor oath required. For personal study only.
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The Spanish futures markets, the MEFF RENTA FIJA, and the MEFF RENTA VARIABLE, are among the fast-growing futures markets in the world. These markets are known for their cutting-edge technological innovations related to trading, providing information, clearing, and settlement. The growing importance