Information transmission in electronic versus open-outcry trading systems: An analysis of U.S. equity index futures markets

Journal of Futures Markets - Tập 25 Số 7 - Trang 679-715 - 2005
Ayşegül Ateş1, George H. K. Wang2,3
1Akdeniz University, Turkey
2George Mason University, Fairfax, Virginia
3U.S. Commodity Futures Trading Commission, Washington, DC

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