Decimalization, Market Liquidity and Transaction Durations
碩士 === 國立中央大學 === 財務金融研究所 === 92 === This paper discusses the effect of decimalization on Exchange Traded Funds (ETFs) of the American Stock Exchange (AMEX). The quotes of ETFs were decimalized on January 29, 2001, while those of index futures traded on the Chicago Mercantile Exchange (CME) were not...
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| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96553656455923361299 |