A note on execution costs for stock index futures: information versus liquidity effects
Article Abstract:
A study on execution costs and the effect of trade size for stock index futures based is presented. A comparative analysis of effects of the liquidity and the price-volume transaction data from London International Financial Futures and Options Exchange on the stock index futures is also presented.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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The use of undisclosed limit orders on the Australian Stock Exchange
Article Abstract:
The differences between disclosed and undisclosed limit orders on the Australian Stock Exchange is discussed in detail. Undisclosed limit orders were not found to be used more often, although new limit order regulations showed a trading decline.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2001
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Are expansions cost effective for stock exchanges? A global perspective
Article Abstract:
Economies of scale and scope among the world's stock exchanges are described and discussed in detail. There are differences in effectiveness relating to regions and size.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2001
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