An empirical comparison of quoted and implied bid-ask spreads on futures contracts.

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

StandardStandard

An empirical comparison of quoted and implied bid-ask spreads on futures contracts. / ap Gwilym, O.M.; Ap Gwilym, O.; Thomas, S.
Yn: Journal of International Financial Markets, Institutions and Money, Cyfrol 12, Rhif 1, 01.02.2002, t. 81-99.

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

HarvardHarvard

ap Gwilym, OM, Ap Gwilym, O & Thomas, S 2002, 'An empirical comparison of quoted and implied bid-ask spreads on futures contracts.', Journal of International Financial Markets, Institutions and Money, cyfrol. 12, rhif 1, tt. 81-99. https://doi.org/10.1016/S1042-4431(01)00047-6

APA

ap Gwilym, O. M., Ap Gwilym, O., & Thomas, S. (2002). An empirical comparison of quoted and implied bid-ask spreads on futures contracts. Journal of International Financial Markets, Institutions and Money, 12(1), 81-99. https://doi.org/10.1016/S1042-4431(01)00047-6

CBE

ap Gwilym OM, Ap Gwilym O, Thomas S. 2002. An empirical comparison of quoted and implied bid-ask spreads on futures contracts. Journal of International Financial Markets, Institutions and Money. 12(1):81-99. https://doi.org/10.1016/S1042-4431(01)00047-6

MLA

ap Gwilym, O.M., O. Ap Gwilym a S. Thomas. "An empirical comparison of quoted and implied bid-ask spreads on futures contracts.". Journal of International Financial Markets, Institutions and Money. 2002, 12(1). 81-99. https://doi.org/10.1016/S1042-4431(01)00047-6

VancouverVancouver

ap Gwilym OM, Ap Gwilym O, Thomas S. An empirical comparison of quoted and implied bid-ask spreads on futures contracts. Journal of International Financial Markets, Institutions and Money. 2002 Chw 1;12(1):81-99. doi: 10.1016/S1042-4431(01)00047-6

Author

ap Gwilym, O.M. ; Ap Gwilym, O. ; Thomas, S. / An empirical comparison of quoted and implied bid-ask spreads on futures contracts. Yn: Journal of International Financial Markets, Institutions and Money. 2002 ; Cyfrol 12, Rhif 1. tt. 81-99.

RIS

TY - JOUR

T1 - An empirical comparison of quoted and implied bid-ask spreads on futures contracts.

AU - ap Gwilym, O.M.

AU - Ap Gwilym, O.

AU - Thomas, S.

PY - 2002/2/1

Y1 - 2002/2/1

U2 - 10.1016/S1042-4431(01)00047-6

DO - 10.1016/S1042-4431(01)00047-6

M3 - Article

VL - 12

SP - 81

EP - 99

JO - Journal of International Financial Markets, Institutions and Money

JF - Journal of International Financial Markets, Institutions and Money

SN - 1042-4431

IS - 1

ER -