An Analysis of Liquidity and the Speed of Price Adjustment of Major U.S. Index Futures
碩士 === 淡江大學 === 財務金融學系 === 91 === This thesis compares the liquidity and the speed of price adjustment of the ATS and traditional open outcry systems for U.S. index futures. Using data of E-mini and regular S&P500 and Nasdaq100 futures, the empirical results show that E-mini futures has smaller...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58514665228736119425 |