Article
- Title:
- The Informational Impact of Electronic Trading Systems on the FTSE 100 Stock Index and Its Futures Contracts
- Author:
-
Helder M. C. V. Sebastiao
(U Coimbra)
- Journal:
-
European Journal Of Finance
- Year:
- 2010
- Volume:
- 16
- Pages:
- 611-640
- JEL codes:
-
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G13 - Contingent Pricing; Futures Pricing
G14 - Information and Market Efficiency; Event Studies
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