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Electronic trading on futures exchanges

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Author Info

  • Asani Sarkar
  • Michelle Tozzi

Abstract

Although the open outcry method is still the best way to trade highly active contracts on futures exchanges, electronic systems can improve the efficiency and cost effectiveness of trading some types of futures and options. In recent years, the volume of electronic trades on futures exchanges has more than doubled, and it should continue to grow rapidly.

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Bibliographic Info

Article provided by Federal Reserve Bank of New York in its journal Current Issues in Economics and Finance.

Volume (Year): 4 (1998)
Issue (Month): Jan ()
Pages:

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Handle: RePEc:fip:fednci:y:1998:i:jan:n:v.4no.1

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Keywords: Futures;

References

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  1. Paul Kofman & James T. Moser, 1995. "Spreads, information flows and transparency across trading systems," Working Paper Series, Issues in Financial Regulation 95-1, Federal Reserve Bank of Chicago.
  2. Francis Breedon & Allison Holland, 1998. "Electronic versus open outcry markets: The case of the Bund futures contract," Bank of England working papers 76, Bank of England.
  3. Miller, Merton H., 1997. "The future of futures," Pacific-Basin Finance Journal, Elsevier, vol. 5(2), pages 131-142, June.
  4. Ian Domowitz, 1992. "Automating the Price Discovery Process," IMF Working Papers 92/80, International Monetary Fund.
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Cited by:
  1. Sofia B. Ramos, 2003. "Competition Between Stock Exchanges: A Survey," FAME Research Paper Series rp77, International Center for Financial Asset Management and Engineering.
  2. Ulibarri, Carlos A., 2004. "Introducing contemporaneous open-outcry and e-trading at the Chicago Board of Trade," MPRA Paper 14821, University Library of Munich, Germany.
  3. James McAndrews & Chris Stefanadis, 2000. "The emergence of electronic communications networks in the U.S. equity markets," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 6(Oct).
  4. Kappi, Jari & Siivonen, Risto, 2000. "Market liquidity and depth on two different electronic trading systems: A comparison of Bund futures trading on the APT and DTB," Journal of Financial Markets, Elsevier, vol. 3(4), pages 389-402, November.
  5. Kempf, Alexander & Korn, Olaf, 1998. "Trading System and Market Integration," Journal of Financial Intermediation, Elsevier, vol. 7(3), pages 220-239, July.

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