## Abstract This article sets out to investigate price clustering in both the openโoutcry (floorโtraded) and electronically traded (Eโmini) index futures markets of the DJIA, S&P 500, and NASDAQโ100 indices. The results show that although price clustering is ubiquitous in both the floorโtraded and
โฆ LIBER โฆ
Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets
โ Scribed by Huimin Chung; Her-Jiun Sheu; Shufang Hsu
- Book ID
- 113664394
- Publisher
- Elsevier Science
- Year
- 2010
- Tongue
- English
- Weight
- 278 KB
- Volume
- 19
- Category
- Article
- ISSN
- 1059-0560
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Price clustering in E-mini and floor-tra
โ
Huimin Chung; Shumei Chiang
๐
Article
๐
2006
๐
John Wiley and Sons
๐
English
โ 160 KB
Futures trading, spot market volatility,
โ
Bae, Sung C. (author);Kwon, Taek Ho (author);Park, Jong Won (author)
๐
Article
๐
2004
๐
John Wiley and Sons
๐
English
โ 182 KB
๐ 2 views
## Abstract We examine the effect of the introduction of index futures trading in the Korean markets on spot price volatility and market efficiency of the underlying KOSPI 200 stocks, relative to the carefully matched nonโKOSPI 200 stocks. Employing both an event study approach and a matchingโsampl
Futures trading, spot market volatility,
โ
Bae, Sung C. (author);Kwon, Taek Ho (author);Park, Jong Won (author)
๐
Article
๐
2004
๐
John Wiley and Sons
๐
English
โ 182 KB
๐ 1 views
Index Futures Trading and Spot Price Vol
โ
Spyrou, S. I.
๐
Article
๐
2005
๐
SAGE Publications
๐
English
โ 266 KB
Stock index futures trading and volatili
โ
Huseyin Gulen; Stewart Mayhew
๐
Article
๐
2000
๐
John Wiley and Sons
๐
English
โ 142 KB
๐ 3 views
Trading volume, bidโask spread, and pric
โ
George H. K. Wang; Jot Yau
๐
Article
๐
2000
๐
John Wiley and Sons
๐
English
โ 149 KB
๐ 2 views