Microstructure Characteristics of U.S. Futures Markets

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...

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Bibliographic Details
Main Author:	Oztekin, Ahmet Senol
Format:	Others
Published:	FIU Digital Commons 2014
Subjects:	Microstructure Futures Liquidity
Online Access:	http://digitalcommons.fiu.edu/etd/1559 http://digitalcommons.fiu.edu/cgi/viewcontent.cgi?article=2662&context=etd

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