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Spreads, information flows and transparency across trading systems

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Author Info
Paul Kofman
James T. Moser

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Abstract

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Publisher Info
Paper provided by Federal Reserve Bank of Chicago in its series Working Paper Series, Issues in Financial Regulation with number 95-1.

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Date of creation: 1995
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Handle: RePEc:fip:fedhfi:95-1

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Related research
Keywords: Futures International finance

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Cited by:
(explanations, 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.)
  1. FOUCAULT, Thierry & LESCOURRET, Laurence, 2001. "Information sharing, liquidity and transaction costs in floor-based trading systems," Les Cahiers de Recherche 742, Groupe HEC. [Downloadable!]
    Other versions:
  2. Erik Theissen, 2001. "Price Discovery in Floor and Screen Trading Systems," Bonn Econ Discussion Papers bgse35_2001, University of Bonn, Germany. [Downloadable!]
    Other versions:
  3. Erik Theissen, 2003. "Organized Equity Markets in Germany," CFS Working Paper Series 2003/17, Center for Financial Studies. [Downloadable!]
  4. Francis Breedon & Allison Holland, . "Electronic versus open outcry markets: The case of the Bund futures contract," Bank of England working papers 76, Bank of England. [Downloadable!]
  5. Asani Sarkar & Michelle Tozzi, 1998. "Electronic trading on futures exchanges," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Jan. [Downloadable!]
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This page was last updated on 2008-7-1.


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