Microstructure Characteristics of U.S. Futures Markets
Prior finance literature lacks a comprehensive analysis of microstructure characteristics of U.S. futures markets due to the lack of data availability. Utilizing a unique data set for five different futures contract this dissertation fills this gap in the finance literature. In three essays price di...
| Main Author: | |
|---|---|
| Format: | Others |
| Published: |
FIU Digital Commons
2014
|
| Subjects: | |
| Online Access: | http://digitalcommons.fiu.edu/etd/1559 http://digitalcommons.fiu.edu/cgi/viewcontent.cgi?article=2662&context=etd |