Electronic trading on futures exchanges
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.
Volume (Year): 4 (1998)
Issue (Month): Jan ()
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References listed on IDEAS
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- Miller, Merton H., 1997.
"The future of futures,"
Pacific-Basin Finance Journal,
Elsevier, vol. 5(2), pages 131-142, June.
- Merton H. Miller, "undated". "The Future of Futures," CRSP working papers 323, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Craig Pirrong, 1996. "Market liquidity and depth on computerized and open outcry trading systems: A comparison of DTB and LIFFE bund contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(5), pages 519-543, 08.
- Paul Kofman & James Moser, 1997. "Spreads, information flows and transparency across trading systems," Applied Financial Economics, Taylor & Francis Journals, vol. 7(3), pages 281-294.
- 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.
- 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.
- Ian Domowitz, 1992. "Automating the Price Discovery Process; Some International Comparisons and Regulatory Implications," IMF Working Papers 92/80, International Monetary Fund. Full references (including those not matched with items on IDEAS)
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