Small is beautiful? How the introduction of mini futures contracts affects the regular contract
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Cited by:
- Jatin Malhotra & Angelo Corelli, 2021. "The Relative Informativeness of Regular and E-Mini Euro/Dollar Futures Contracts and the Role of Trader Types," Risks, MDPI, vol. 9(6), pages 1-14, June.
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More about this item
Keywords
Stock index futures; Mini futures; Liquidity; Market quality;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CTA-2020-01-13 (Contract Theory and Applications)
- NEP-MST-2020-01-13 (Market Microstructure)
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