Structural changes, bid-ask spread composition and tick size in inter-bank futures trading.

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Structural changes, bid-ask spread composition and tick size in inter-bank futures trading. / McGroarty, F.; ap Gwilym, O.M.; Thomas, S.
In: European Journal of Finance, Vol. 17, No. 4, 01.04.2011, p. 285-306.

Research output: Contribution to journalArticlepeer-review

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McGroarty F, ap Gwilym OM, Thomas S. Structural changes, bid-ask spread composition and tick size in inter-bank futures trading. European Journal of Finance. 2011 Apr 1;17(4):285-306. doi: 10.1080/1351847X.2010.481465

Author

McGroarty, F. ; ap Gwilym, O.M. ; Thomas, S. / Structural changes, bid-ask spread composition and tick size in inter-bank futures trading. In: European Journal of Finance. 2011 ; Vol. 17, No. 4. pp. 285-306.

RIS

TY - JOUR

T1 - Structural changes, bid-ask spread composition and tick size in inter-bank futures trading.

AU - McGroarty, F.

AU - ap Gwilym, O.M.

AU - Thomas, S.

PY - 2011/4/1

Y1 - 2011/4/1

U2 - 10.1080/1351847X.2010.481465

DO - 10.1080/1351847X.2010.481465

M3 - Article

VL - 17

SP - 285

EP - 306

JO - European Journal of Finance

JF - European Journal of Finance

SN - 1351-847X

IS - 4

ER -