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Differences in the Cost of Trade Execution Services on Floor-Based and Electronic Futures Markets

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  • Luke Bortoli
  • Alex Frino
  • Elvis Jarnecic
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    Abstract

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    File URL: http://hdl.handle.net/10.1023/B:FINA.0000029658.53325.c8
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    Bibliographic Info

    Article provided by Springer in its journal Journal of Financial Services Research.

    Volume (Year): 26 (2004)
    Issue (Month): 1 (August)
    Pages: 73-87

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    Handle: RePEc:kap:jfsres:v:26:y:2004:i:1:p:73-87

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    Web page: http://www.springerlink.com/link.asp?id=102934

    Related research

    Keywords: Commission rates; brokerage; automation; futures.;

    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Edmister, Robert O, 1978. "Commission Cost Structure: Shifts and Scale Economies," Journal of Finance, American Finance Association, vol. 33(2), pages 477-86, May.
    2. Blum, Gerald A. & Lewellen, Wilbur G., 1983. "Negotiated Brokerage Commissions and the Individual Investor," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 18(03), pages 331-343, September.
    3. McInish, Thomas H & Wood, Robert A, 1992. " An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks," Journal of Finance, American Finance Association, vol. 47(2), pages 753-64, June.
    4. Edmister, Robert O & Subramanian, N, 1982. " Determinants of Brokerage Commission Rates for Institutional Investors: A Note," Journal of Finance, American Finance Association, vol. 37(4), pages 1087-93, September.
    5. Aharon R. Ofer & Arie Melnick, 1978. "Price Deregulation in the Brokerage Industry: An Empirical Analysis," Bell Journal of Economics, The RAND Corporation, vol. 9(2), pages 633-641, Autumn.
    6. Tinic, Seha M. & West, Richard R., 1972. "Competition and the Pricing of Dealer Service in the Over-the-Counter Stock Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 7(03), pages 1707-1727, June.
    7. Frino, Alex & McInish, Thomas H. & Toner, Martin, 1998. "The liquidity of automated exchanges: new evidence from German Bund futures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 225-241, December.
    8. Seha M. Tinic & Richard R. West, 1980. "The Securities Industry under Negotiated Brokerage Commissions: Changes in the Structure and Performance of New York Stock Exchange Member Firms," Bell Journal of Economics, The RAND Corporation, vol. 11(1), pages 29-41, Spring.
    9. Jennifer S. Conrad, 2001. "Institutional Trading and Soft Dollars," Journal of Finance, American Finance Association, vol. 56(1), pages 397-416, 02.
    10. Blennerhassett, Michael & Bowman, Robert G., 1998. "A change in market microstructure: the switch to electronic screen trading on the New Zealand stock exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 261-276, December.
    11. Brennan, Michael J & Chordia, Tarun, 1993. " Brokerage Commission Schedules," Journal of Finance, American Finance Association, vol. 48(4), pages 1379-1402, September.
    12. Richard R. West & Seha M. Tinic, 1971. "Minimum Commission Rates on New York Stock Exchange Transactions," Bell Journal of Economics, The RAND Corporation, vol. 2(2), pages 577-605, Autumn.
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