Author: Amelia M. HillPublisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 410
Book Description
Three Essays on the Impact of Electronic Screen Trading in Futures Markets
Author: Amelia M. HillPublisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 410
Book Description
Three Essays on the Impact of Electronic Trading in Futures Markets
Author: Luke BortoliPublisher:
ISBN:
Category : Electronic trading of securities
Languages : en
Pages : 476
Book Description
Essays on the Microstructure of Equity Index Futures Markets
Author: Sandip DuttaPublisher:
ISBN:
Category :
Languages : en
Pages : 125
Book Description
Previous studies (on NASDAQ and the Chicago Mercantile Exchange) have documented that electronic trades make a dominant contribution to the price discovery process, as compared to floor trades. In this dissertation, I extend the body of literature on the microstructure of electronic trading in financial markets, with particular emphasis on the E-mini futures markets. In the three essays that are documented here, I present a microscopic examination of price dynamics and futures trading in the E-mini futures markets at the Chicago Mercantile Exchange.
Author: Abhay H. Abhyankar
Author: Luyang Fu
Author: Alexandre Aidov
Author: Zi Ning
Author: 
Author: Anne Fremault
Author: Ren Zhang