๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The impact of trading restrictions on the informational relationships between cash, futures, and options markets

โœ Scribed by Li-Ming Han; Lalatendu Misra

Book ID
113410291
Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
1014 KB
Volume
3
Category
Article
ISSN
1059-0560

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

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
โœ Michael J. Aitken; Alex Frino; Amelia M. Hill; Elvis Jarnecic ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 135 KB ๐Ÿ‘ 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

A further investigation of the lead-lag
A further investigation of the lead-lag relationship between the cash market and stock index futures market with the use of bid/ask quotes: The case of France
โœ Shyy, Gang; Vijayraghavan, Vasumathi; Scott-Quinn, Brian ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 787 KB

Much research has investigated the lead-lag relationship of the cash market and the stock index futures market with the use of transaction data.