Título:

The Informational Impact of Electronic Trading Systems on the FTSE 100 Stock Index and Its Futures Contracts

Autor:

Helder M. C. V. Sebastiao (U Coimbra)

Revista:

European Journal Of Finance

Ano:

2010

Volume:

16

Páginas:

611-640

Códigos JEL:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G13 - Contingent Pricing; Futures Pricing
G14 - Information and Market Efficiency; Event Studies