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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.

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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 -