مرکز منطقه ای اطلاع رساني علوم و فناوري - A note on execution costs for stock index futures: Information versus liquidity effects

Title of article :

A note on execution costs for stock index futures: Information versus liquidity effects

Author/Authors :

Henk Berkman، نويسنده , , Tim Brailsford، نويسنده , , Alex Frino، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

565

To page :

577

Keywords :

Trading costs , Futures exchange , Microstructure , Block trades

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193702

Link To Document :