Effects of electronic trading on the Hang Seng Index futures market
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- Yiuman Tse & Grigori Erenburg, 2003. "Competition For Order Flow, Market Quality, And Price Discovery In The Nasdaq 100 Index Tracking Stock," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 26(3), pages 301-318.
- de Jong, Frank, 2002. "Measures of contributions to price discovery: a comparison," Journal of Financial Markets, Elsevier, vol. 5(3), pages 323-327, July. Full references (including those not matched with items on IDEAS)
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