Order Imbalance in the FTSE Index Futures Market: Electronic versus Open Outcry Trading
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DOI: 10.1111/j.1468-5957.2008.02116.x
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Citations
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- Stuart Snaith & Neil M. Kellard & Norzalina Ahmad, 2018.
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- Snaith, S & Kellard, NM & Ahmad, N, 2015. "Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures," Essex Finance Centre Working Papers 15373, University of Essex, Essex Business School.
- Czudaj, Robert L., 2019.
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- Robert Czudaj, 2019. "Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach," Chemnitz Economic Papers 030, Department of Economics, Chemnitz University of Technology, revised May 2019.
- Lin, Emily & Lee, Cheng-Few & Wang, Kehluh, 2013. "Futures mispricing, order imbalance, and short-selling constraints," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 408-423.
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