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