Multi-market trading in the Eurodollar futures market
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Marc Simpson & Jose Moreno & Teofilo Ozuna, 2012. "The makings of an information leader: the intraday price discovery process for individual stocks in the DJIA," Review of Quantitative Finance and Accounting, Springer, vol. 38(3), pages 347-365, April.
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More about this item
KeywordsEurodollar futures; Trading volume; Price discovery; Bid/ask spread;
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