Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading.

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

Standard Standard

Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading. / ap Gwilym, O.M.; Ap Gwilym, O.; Alibo, E.
In: Journal of Futures Markets, Vol. 23, No. 7, 01.07.2003, p. 647-659.

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

HarvardHarvard

ap Gwilym, OM, Ap Gwilym, O & Alibo, E 2003, 'Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading.', Journal of Futures Markets, vol. 23, no. 7, pp. 647-659. https://doi.org/10.1002/fut.10080

APA

ap Gwilym, O. M., Ap Gwilym, O., & Alibo, E. (2003). Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading. Journal of Futures Markets, 23(7), 647-659. https://doi.org/10.1002/fut.10080

CBE

ap Gwilym OM, Ap Gwilym O, Alibo E. 2003. Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading. Journal of Futures Markets. 23(7):647-659. https://doi.org/10.1002/fut.10080

MLA

ap Gwilym, O.M., O. Ap Gwilym and E. Alibo. "Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading.". Journal of Futures Markets. 2003, 23(7). 647-659. https://doi.org/10.1002/fut.10080

VancouverVancouver

ap Gwilym OM, Ap Gwilym O, Alibo E. Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading. Journal of Futures Markets. 2003 Jul 1;23(7):647-659. doi: 10.1002/fut.10080

Author

ap Gwilym, O.M. ; Ap Gwilym, O. ; Alibo, E. / Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading. In: Journal of Futures Markets. 2003 ; Vol. 23, No. 7. pp. 647-659.

RIS

TY - JOUR

T1 - Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading.

AU - ap Gwilym, O.M.

AU - Ap Gwilym, O.

AU - Alibo, E.

PY - 2003/7/1

Y1 - 2003/7/1

U2 - 10.1002/fut.10080

DO - 10.1002/fut.10080

M3 - Article

VL - 23

SP - 647

EP - 659

JO - Journal of Futures Markets

JF - Journal of Futures Markets

SN - 0270-7314

IS - 7

ER -