Fractional versus decimal pricing: evidence from the UK Long Gilt futures market.

Research output: Contribution to journal › Article › peer-review

Keywords

@article{fb072099e9b249959f67245a259c1430,

title = "Fractional versus decimal pricing: evidence from the UK Long Gilt futures market.",

keywords = "BUSINESS, FINANCE",

author = "\{ap Gwilym\}, O.M. and \{Ap Gwilym\}, O. and I. McManus and S. Thomas",

year = "2005",

month = may,

day = "1",

doi = "10.1002/fut.20149",

language = "English",

volume = "25",

pages = "419--442",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "5",

}

TY - JOUR

T1 - Fractional versus decimal pricing: evidence from the UK Long Gilt futures market.

AU - ap Gwilym, O.M.

AU - Ap Gwilym, O.

AU - McManus, I.

AU - Thomas, S.

PY - 2005/5/1

Y1 - 2005/5/1

KW - BUSINESS

KW - FINANCE

U2 - 10.1002/fut.20149

DO - 10.1002/fut.20149

M3 - Article

SN - 0270-7314

VL - 25

SP - 419

EP - 442

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 5

ER -