The Effect of Crossing-Network Trading on Dealer Market's Bid-Ask Spreads
โ Scribed by Carole Gresse
- Book ID
- 108589650
- Publisher
- John Wiley and Sons
- Year
- 2006
- Tongue
- English
- Weight
- 143 KB
- Volume
- 12
- Category
- Article
- ISSN
- 1354-7798
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## 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
## Abstract In this article, we examine the effect of multiple listings of options on their bidโask spread, by comparing options contracts listed only on the Montreal Exchange with those interlisted on that exchange and on a U.S. exchange as well. Using a statistical procedure adapted to panel data