Structural changes, bid-ask spread composition and tick size in inter-bank futures trading.
Research output: Contribution to journal › Article › peer-review
Standard Standard
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.
In: European Journal of Finance, Vol. 17, No. 4, 01.04.2011, p. 285-306.
Research output: Contribution to journal › Article › peer-review
HarvardHarvard
McGroarty, F, ap Gwilym, OM & Thomas, S 2011, 'Structural changes, bid-ask spread composition and tick size in inter-bank futures trading.', European Journal of Finance, vol. 17, no. 4, pp. 285-306. https://doi.org/10.1080/1351847X.2010.481465
APA
McGroarty, F., ap Gwilym, O. M., & Thomas, S. (2011). Structural changes, bid-ask spread composition and tick size in inter-bank futures trading. European Journal of Finance, 17(4), 285-306. https://doi.org/10.1080/1351847X.2010.481465
CBE
McGroarty F, ap Gwilym OM, Thomas S. 2011. Structural changes, bid-ask spread composition and tick size in inter-bank futures trading. European Journal of Finance. 17(4):285-306. https://doi.org/10.1080/1351847X.2010.481465
MLA
McGroarty, F., O.M. ap Gwilym and S. Thomas. "Structural changes, bid-ask spread composition and tick size in inter-bank futures trading.". European Journal of Finance. 2011, 17(4). 285-306. https://doi.org/10.1080/1351847X.2010.481465
VancouverVancouver
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
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 -