The market microstructure and relative performance of Taiwan stock index futures: a comparison of the Singapore exchange and the Taiwan futures exchange

Yu Chuan Huang، نويسنده ,

روزنامه با شماره پیاپی سال 2004

16

335

350

Information asymmetrycomponents , Bid–ask spread , Intraday pattern , Depth , Screen versus Floor trading

Journal of Financial Markets

2004

Journal of Financial Markets

189461