Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading.
Research output: Contribution to journal › Article › peer-review
Electronic versions
DOI
| Original language | English |
|---|---|
| Pages (from-to) | 647-659 |
| Journal | Journal of Futures Markets |
| Volume | 23 |
| Issue number | 7 |
| DOIs | |
| Publication status | Published - 1 Jul 2003 |