Decimalization, trading costs, and information transmission between ETFs and index futures
Article Abstract:
The way in which, alterations in trading costs caused by decimalization affect informed trading and pace of information transmission between exchange-traded funds (ETFs) is discussed. The possibility of decrease in the minimum tick size of ETFs affecting the functioning of index instruments is discussed.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
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Price clustering in E-Mini and floor traded index futures
Article Abstract:
The price clustering in open-outcry and in E-mini electronic trade index futures markets of DJIA, S&P 500, and NASDAQ-100 indices is investigated.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
Price clustering in E-Mini and floor traded index futures
Article Abstract:
The price clustering in open-outcry and in E-mini electronic trade index futures markets of DJIA, S&P 500 and NASDAQ-100 indices is investigated.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
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